####### post ####### setGeneric("post", function(model,x1name=NULL,x1vals=NULL,x2name=NULL,x2vals=NULL,holds=NULL, n.sims=1000,cut=NULL,quantiles=c(.025,.975),did=NULL,weights=NULL, digits=2){ standardGeneric("post") } ) setClassUnion("arrayORNULL", c("array","NULL")) setClassUnion("listORcharacter", c("list","character")) setClass("post", slots = c(est = "array", did = "arrayORNULL", sims = "array", model = "character", link = "listORcharacter", quantiles = "numeric", call = "call") ) post.glm <- function(model,x1name=NULL,x1vals=NULL,x2name=NULL,x2vals=NULL,holds=NULL, n.sims=1000,cut=NULL,quantiles=c(.025,.975),did=NULL,weights=NULL, digits=2){ call <- match.call() sims <- postSim(model, n.sims=n.sims) if (family(model)[2]=="identity"){link <- identity} else if (family(model)[2]=="probit"){link <- pnorm} else if (family(model)[2]=="logit"){link <- plogis} else if (family(model)[2]=="log"){link <- exp} else if (family(model)[2]=="cloglog"){link <- function(x){1-exp(-exp(x))}} else {stop("Link function is not supported")} if (is.null(weights)){wi <- c(rep(1, length(model$model[,1])))} else{wi <- weights} n.obs <- length(model.matrix(model)[,1]) k <- length(model.matrix(model)[1,]) n.q <- length(quantiles) if (is.null(x1name)){ X <- array(NA, c(n.obs,k)) newdata <- data.frame(model$model) if (!is.null(holds)){ for (i in 1:length(holds)){ newdata[ ,names(holds)[i]] <- as.numeric(holds[i]) } } X <- aperm(model.matrix(lm(formula(model), data=newdata))) l1 <- array(NA, c(nrow(sims@coef),1)) l1[,1] <- apply(link(sims@coef %*% X), 1, function(x) weighted.mean(x, wi)) l2 <- array(NA, c(1,n.q+1)) l2[1,1] <- mean(l1) l2[1,2:(n.q+1)] <- quantile(l1, probs=quantiles) colnames(l2) <- c("mean",quantiles) ans <- new("post", est=round(l2, digits=digits), did=NULL, sims=l1, model=class(model), link=family(model)[2], quantiles=quantiles, call=call) return(ans) } else if (is.null(x2name)){ n.x1 <- length(x1vals) X <- array(NA, c(n.obs,k,n.x1)) for (i in 1:(n.x1)){ newdata <- data.frame(model$model) if (!is.null(holds)){ for (j in 1:length(holds)){ newdata[ ,names(holds)[j]] <- as.numeric(holds[j]) } } newdata[ ,x1name] <- x1vals[i] X[ , ,i] <- model.matrix(lm(formula(model), data=newdata)) } X <- aperm(X, c(2,1,3)) l1 <- apply(apply(X, c(2,3), function(x) link(sims@coef %*% x)), c(1,3), function(x) weighted.mean(x, wi)) l2 <- array(NA, c(n.x1+1,n.q+1)) l2[1:n.x1,1] <- apply(l1, 2, mean) l2[1:n.x1,2:(n.q+1)] <- aperm(apply(l1, 2, function(x) quantile(x, probs=quantiles))) l2[nrow(l2),1] <- mean(l1[ ,n.x1] - l1[ ,1]) l2[nrow(l2),2:(n.q+1)] <- quantile(l1[ ,n.x1] - l1[ ,1], probs=quantiles) rownames(l2) <- c(paste(c(rep(paste(x1name,"="),n.x1), paste("\u0394","(",x1vals[1],",",x1vals[length(x1vals)],")")), c(x1vals,""))) colnames(l2) <- c("mean",quantiles) ans <- new("post", est=round(l2, digits=digits), did=NULL, sims=l1, model=class(model), link=family(model)[2], quantiles=quantiles, call=call) return(ans) } else{ n.x1 <- length(x1vals) n.x2 <- length(x2vals) X <- array(NA, c(n.obs,k,n.x1,n.x2)) for (j in 1:n.x2){ for (i in 1:n.x1){ newdata <- data.frame(model$model) if (!is.null(holds)){ for (k in 1:length(holds)){ newdata[ ,names(holds)[k]] <- as.numeric(holds[k]) } } newdata[ ,x1name] <- x1vals[i] newdata[ ,x2name] <- x2vals[j] X[ , ,i,j] <- model.matrix(lm(formula(model), data=newdata)) } } X <- aperm(X, c(2,1,3,4)) l1 <- apply(apply(X, c(2,3,4), function(x) link(sims@coef %*% x)), c(1,3,4), function(x) weighted.mean(x, wi)) l2 <- array(NA, c(n.x1+1,n.q+1,n.x2)) l2[1:n.x1,1,1:n.x2] <- apply(l1,c(2,3),mean) l2[1:n.x1,2:(n.q+1),1:n.x2] <- aperm(apply(l1, c(2,3), function(x) quantile(x, probs=quantiles)), c(2,1,3)) l2[nrow(l2),1,1:n.x2] <- apply(l1[ ,n.x1,1:n.x2] - l1[ ,1,1:n.x2], 2, mean) l2[nrow(l2),2:(n.q+1),1:n.x2] <- apply(l1[ ,n.x1,1:n.x2] - l1[ ,1,1:n.x2], 2, function(x) quantile(x, probs=quantiles)) dimnames(l2) <- list(paste(c(rep(paste(x1name,"="),n.x1),paste("\u0394","(",x1vals[1],",",x1vals[length(x1vals)],")")),c(x1vals,"")), c("mean",quantiles), paste(c(rep(paste(x2name,"="),n.x2)), c(x2vals))) if (is.null(did)){did <- c(x2vals[1],x2vals[n.x2])} else{did <- did} l3 <- array(NA, c(1,n.q+1)) l3[1,1] <- mean((l1[ ,n.x1,match(did[2],x2vals)] - l1[ ,1,match(did[2],x2vals)]) - (l1[ ,n.x1,match(did[1],x2vals)] - l1[ ,1,match(did[1],x2vals)])) l3[1,2:(n.q+1)] <- quantile((l1[ ,n.x1,match(did[2],x2vals)] - l1[ ,1,match(did[2],x2vals)]) - (l1[ ,n.x1,match(did[1],x2vals)] - l1[ ,1,match(did[1],x2vals)]), probs=quantiles) dimnames(l3) <- list("did",c("mean",quantiles)) ans <- new("post", est=round(l2, digits=digits), did=round(l3, digits=digits), sims=l1, model=class(model), link=family(model)[2], quantiles=quantiles, call=call) return(ans) } } post.polr <- function(model,x1name=NULL,x1vals=NULL,x2name=NULL,x2vals=NULL,holds=NULL, n.sims=1000,cut=NULL,quantiles=c(.025,.975),did=NULL,weights=NULL, digits=2){ call <- match.call() sims <- suppressMessages(postSim(model, n.sims=n.sims)) if (is.null(weights)){wi <- c(rep(1, length(model$model[,1])))} else{wi <- weights} if (model$method=="probit"){link <- pnorm} else if (model$method=="logistic"){link <- plogis} else if (model$method=="cloglog"){link <- function(x){1-exp(-exp(x))}} else {stop("Link function is not supported")} n.obs <- length(model$model[,1]) k <- length(model.matrix(polr(getCall(model)$formula, model$model))[1,]) n.q <- length(quantiles) n.y <- length(levels(model$model[,1])) n.z <- length(model$zeta) tau <- array(NA, c(n.sims,n.z+2)) tau[,1] <- -Inf tau[,2:(ncol(tau)-1)] <- sims@zeta[,1:n.z] tau[,ncol(tau)] <- Inf beta <- sims@coef if (is.null(cut)){ if (is.null(x1name)){ X_temp <- array(NA, c(n.obs,k)) X <- array(NA, c(n.obs,k-1)) newdata <- data.frame(model$model) if (!is.null(holds)){ for (j in 1:length(holds)){ newdata[ ,names(holds)[j]] <- as.numeric(holds[j]) } } X_temp[ , ] <- suppressWarnings(model.matrix(polr(getCall(model)$formula, data=newdata))) X[ , ] <- X_temp[,-1] X <- aperm(X) l1 <- array(NA, c(n.sims, n.obs, n.y)) for (z in 1:n.y){ l1[,,z] <- link(tau[,z+1] - beta %*% X) - link(tau[,z] - beta %*% X) } l2 <- apply(l1, c(1,3), function(x) weighted.mean(x, wi)) l3 <- array(NA, c(n.y,n.q+1)) for (i in 1:n.y){ l3[i,1] <- mean(l2[,i]) l3[i,2:(n.q+1)] <- quantile(l2[,i], probs=quantiles) } rownames(l3) <- paste(c(rep("Y =",n.y)), c(1:n.y)) colnames(l3) <- c("mean",quantiles) ans <- new("post", est=round(l3, digits=digits), did=NULL, sims=l2, model=class(model), link=model$method, quantiles=quantiles, call=call) return(ans) } else if (is.null(x2name)){ n.x1 <- length(x1vals) X_temp <- array(NA, c(n.obs,k,n.x1)) X <- array(NA, c(n.obs,k-1,n.x1)) for (i in 1:(n.x1)){ newdata <- data.frame(model$model) if (!is.null(holds)){ for (j in 1:length(holds)){ newdata[ ,names(holds)[j]] <- as.numeric(holds[j]) } } newdata[ ,x1name] <- x1vals[i] X_temp[ , ,i] <- suppressWarnings(model.matrix(polr(getCall(model)$formula, data=newdata))) X[ , ,i] <- X_temp[,-1,i] } l1 <- array(NA, c(n.sims, n.obs, n.x1, n.y)) X <- aperm(X, c(2,1,3)) for (z in 1:n.y){ l1[,,,z] <- apply(X, c(2,3), function(x) (link(tau[,z+1] - beta %*% x) - link(tau[,z] - beta %*% x))) } l2 <- apply(l1, c(1,3,4), function(x) weighted.mean(x, wi)) l3 <- array(NA, c(n.x1+1, n.q+1, n.y)) for (j in 1:n.y){ for (i in 1:n.x1){ l3[i,1,j] <- mean(l2[,i,j]) l3[i,2:(n.q+1),j] <- quantile(l2[,i,j], probs=quantiles) } l3[nrow(l3),1,j] <- mean(l2[ ,n.x1,j] - l2[ ,1,j]) l3[nrow(l3),2:(n.q+1),j] <- quantile(l2[ ,n.x1,j] - l2[ ,1,j], probs=quantiles) } dimnames(l3) <- list(paste(c(rep(paste(x1name,"="),n.x1),paste("\u0394","(",x1vals[1],",",x1vals[length(x1vals)],")")),c(x1vals,"")), c("mean",quantiles), paste(c(rep("Y =",length(levels(model$model[,1])))), c(1:length(levels(model$model[,1]))))) ans <- new("post", est=round(l3, digits=digits), did=NULL, sims=l2, model=class(model), link=model$method, quantiles=quantiles, call=call) return(ans) } else{ n.x1 <- length(x1vals) n.x2 <- length(x2vals) X_temp <- array(NA, c(n.obs,k,n.x1,n.x2)) X <- array(NA, c(n.obs,k-1,n.x1,n.x2)) for (j in 1:n.x2){ for (i in 1:(n.x1)){ newdata <- data.frame(model$model) if (!is.null(holds)){ for (k in 1:length(holds)){ newdata[ ,names(holds)[k]] <- as.numeric(holds[k]) } } newdata[ ,x1name] <- x1vals[i] newdata[ ,x2name] <- x2vals[j] X_temp[ , ,i,j] <- suppressWarnings(model.matrix(polr(getCall(model)$formula, data=newdata))) X[ , ,i,j] <- X_temp[,-1,i,j] } } X <- aperm(X, c(2,1,3,4)) l1 <- array(NA, c(n.sims, n.obs, n.x1, n.x2, n.y)) for (z in 1:n.y){ l1[,,,,z] <- apply(X, c(2,3,4), function(x) (link(tau[,z+1] - beta %*% x) - link(tau[,z] - beta %*% x))) } l2 <- apply(l1, c(1,3,4,5), function(x) weighted.mean(x, wi)) l3 <- array(NA, c(n.x1+1, n.q+1, n.x2, n.y)) for (k in 1:n.y){ for (j in 1:n.x2){ for (i in 1:n.x1){ l3[i,1,j,k] <- mean(l2[,i,j,k]) l3[i,2:(n.q+1),j,k] <- quantile(l2[,i,j,k], probs=quantiles) } l3[n.x1+1,1,j,k] <- mean(l2[,n.x1,j,k] - l2[,1,j,k]) l3[n.x1+1,2:(n.q+1),j,k] <- quantile(l2[,n.x1,j,k] - l2[,1,j,k], probs=quantiles) } } dimnames(l3) <- list(paste(c(rep(paste(x1name," ="),n.x1),paste("\u0394","(",x1vals[1],",",x1vals[length(x1vals)],")")),c(x1vals,"")), c("mean",quantiles), paste(c(rep(paste(x2name,"="),n.x2)),x2vals), paste(c(rep("Y =",n.y)), c(1:n.y))) if (is.null(did)){did <- c(x2vals[1],x2vals[n.x2])} else{did <- did} l4 <- array(NA, c(n.y,n.q+1)) for (i in 1:n.y){ l4[i,1] <- mean((l2[ ,n.x1,match(did[2],x2vals),i] - l2[ ,1,match(did[2],x2vals),i]) - (l2[ ,n.x1,match(did[1],x2vals),i] - l2[ ,1,match(did[1],x2vals),i])) l4[i,2:(n.q+1)] <- quantile((l2[ ,n.x1,match(did[2],x2vals),i] - l2[ ,1,match(did[2],x2vals),i]) - (l2[ ,n.x1,match(did[1],x2vals),i] - l2[ ,1,match(did[1],x2vals),i]), probs=quantiles) } yvals <- 1:n.y dimnames(l4) <- list(paste(c(rep(paste("Y","="),n.y)),yvals),c("mean",quantiles)) ans <- new("post", est=round(l3, digits=digits), did=round(l4, digits=digits), sims=l2, model=class(model), link=model$method, quantiles=quantiles, call=call) return(ans) } } else{ if (is.null(x1name)){ X_temp <- array(NA, c(n.obs,k)) X <- array(NA, c(n.obs,k-1)) newdata <- data.frame(model$model) if (!is.null(holds)){ for (j in 1:length(holds)){ newdata[ ,names(holds)[j]] <- as.numeric(holds[j]) } } X_temp[ , ] <- suppressWarnings(model.matrix(polr(getCall(model)$formula, data=newdata))) X[ , ] <- X_temp[,-1] X <- aperm(X) l1 <- apply(link(-tau[,cut+1] + beta %*% X), 1, function(x) weighted.mean(x, wi)) l2 <- array(NA, c(1,n.q+1)) l2[1,1] <- mean(l1) l2[1,2:(n.q+1)] <- quantile(l1, probs=quantiles) colnames(l2) <- c("mean",quantiles) ans <- new("post", est=round(l2, digits=digits), did=NULL, sims=l1, model=class(model), link=model$method, quantiles=quantiles, call=call) return(ans) } else if (is.null(x2name)){ n.x1 <- length(x1vals) X_temp <- array(NA, c(n.obs,k,n.x1)) X <- array(NA, c(n.obs,k-1,n.x1)) for (i in 1:(n.x1)){ newdata <- data.frame(model$model) if (!is.null(holds)){ for (j in 1:length(holds)){ newdata[ ,names(holds)[j]] <- as.numeric(holds[j]) } } newdata[ ,x1name] <- x1vals[i] X_temp[ , ,i] <- suppressWarnings(model.matrix(polr(getCall(model)$formula, data=newdata))) X[ , ,i] <- X_temp[,-1,i] } X <- aperm(X, c(2,1,3)) l1 <- apply(apply(X, c(2,3), function(x) link(-tau[,cut+1] + beta %*% x)), c(1,3), function(x) weighted.mean(x, wi)) l2 <- array(NA, c(n.x1+1,n.q+1)) for (i in 1:n.x1){ l2[i,1] <- mean(l1[,i]) l2[i,2:(n.q+1)] <- quantile(l1[,i], probs=quantiles) } l2[nrow(l2),1] <- mean(l1[ ,ncol(l1)] - l1[ ,1]) l2[nrow(l2),2:(n.q+1)] <- quantile(l1[ ,ncol(l1)] - l1[ ,1], probs=quantiles) rownames(l2) <- c(paste(c(rep(paste(x1name,"="),n.x1), paste("\u0394","(",x1vals[1],",",x1vals[length(x1vals)],")")), c(x1vals,""))) colnames(l2) <- c("mean",quantiles) ans <- new("post", est=round(l2, digits=digits), did=NULL, sims=l1, model=class(model), link=model$method, quantiles=quantiles, call=call) return(ans) } else{ n.x1 <- length(x1vals) n.x2 <- length(x2vals) X_temp <- array(NA, c(n.obs,k,n.x1,n.x2)) X <- array(NA, c(n.obs,k-1,n.x1,n.x2)) for (j in 1:n.x2){ for (i in 1:n.x1){ newdata <- data.frame(model$model) if (!is.null(holds)){ for (k in 1:length(holds)){ newdata[ ,names(holds)[k]] <- as.numeric(holds[k]) } } newdata[ ,x1name] <- x1vals[i] newdata[ ,x2name] <- x2vals[j] X_temp[ , ,i,j] <- suppressWarnings(model.matrix(polr(getCall(model)$formula, data=newdata))) X[ , ,i,j] <- X_temp[,-1,i,j] } } X <- aperm(X, c(2,1,3,4)) l1 <- apply(apply(X, c(2,3,4), function(x) link(-tau[,cut+1] + beta %*% x)), c(1,3,4), function(x) weighted.mean(x, wi)) l2 <- array(NA, c(n.x1+1,n.q+1,n.x2)) for (j in 1:n.x2){ for (i in 1:n.x1){ l2[i,1,j] <- mean(l1[,i,j]) l2[i,2:(n.q+1),j] <- quantile(l1[,i,j], probs=quantiles) } l2[nrow(l2),1,j] <- mean(l1[ ,n.x1,j] - l1[ ,1,j]) l2[nrow(l2),2:(n.q+1),j] <- quantile(l1[ ,n.x1,j] - l1[ ,1,j], probs=quantiles) } dimnames(l2) <- list(paste(c(rep(paste(x1name," ="),n.x1),paste("\u0394","(",x1vals[1],",",x1vals[length(x1vals)],")")),c(x1vals,"")), c("mean",quantiles), paste(c(rep(paste(x2name," ="),n.x2)), c(x2vals))) if (is.null(did)){did <- c(x2vals[1],x2vals[n.x2])} else{did <- did} l3 <- array(NA, c(1,n.q+1)) l3[1,1] <- mean((l1[ ,n.x1,match(did[2],x2vals)] - l1[ ,1,match(did[2],x2vals)]) - (l1[ ,n.x1,match(did[1],x2vals)] - l1[ ,1,match(did[1],x2vals)])) l3[1,2:(n.q+1)] <- quantile((l1[ ,n.x1,match(did[2],x2vals)] - l1[ ,1,match(did[2],x2vals)]) - (l1[ ,n.x1,match(did[1],x2vals)] - l1[ ,1,match(did[1],x2vals)]), probs=quantiles) dimnames(l3) <- list("did",c("mean",quantiles)) ans <- new("post", est=round(l2, digits=digits), did=round(l3, digits=digits), sims=l1, model=class(model), link=model$method, quantiles=quantiles, call=call) return(ans) } } } setMethod("post", signature(model = "lm"), post.glm) setMethod("post", signature(model = "glm"), post.glm) setMethod("post", signature(model = "svyglm"), post.glm) setMethod("post", signature(model = "polr"), post.polr)