R: Extract Model Coefficients for VLM Objects

Coef.vlm {VGAM} | R Documentation

## Extract Model Coefficients for VLM Objects

### Description

Amongst other things, this function applies inverse link functions to the parameters of intercept-only VGLMs.

### Usage

    Coef.vlm(object, ...)

### Arguments

`object` | A fitted model.
`...` | Arguments which may be passed into `coef`.

### Details

Most VGAM family functions apply a link function to the parameters, e.g., positive parameter are often have a log link, parameters between 0 and 1 have a logit link. This function can back-transform the parameter estimate to the original scale.

### Value

For intercept-only models (e.g., formula is `y ~ 1`) the back-transformed parameter estimates can be returned.

### Warning

This function may not work for all VGAM family functions. You should check your results on some artificial data before applying it to models fitted to real data.

### Author(s)

Thomas W. Yee

### References

Yee, T. W. and Hastie, T. J. (2003) Reduced-rank vector generalized linear models. Statistical Modelling, 3, 15–41.

### See Also

`Coef`, `coef`.

### Examples

    set.seed(123); nn <- 1000
    bdata <- data.frame(y = rbeta(nn, shape1 = 1, shape2 = 3))
    fit <- vglm(y ~ 1, betaff, data = bdata, trace = TRUE)  # intercept-only model
    coef(fit, matrix = TRUE)  # log scale
    Coef(fit)  # On the original scale

[Package VGAM version 1.0-3 Index]