###### postSim ###### setGeneric("postSim", function(object, n.sims=1000){ standardGeneric("postSim") } ) setClass("postSim", slots = c(coef = "matrix", sigma = "numeric") ) setClass("postSim.polr", slots = c(coef = "matrix", zeta = "matrix") ) setMethod("postSim", signature(object = "lm"), function(object, n.sims=1000) { object.class <- class(object)[[1]] summ <- summary (object) coef <- summ$coef[,1:2,drop=FALSE] dimnames(coef)[[2]] <- c("coef.est","coef.sd") sigma.hat <- summ$sigma beta.hat <- coef[,1,drop = FALSE] V.beta <- summ$cov.unscaled n <- summ$df[1] + summ$df[2] k <- summ$df[1] sigma <- rep (NA, n.sims) beta <- array (NA, c(n.sims,k)) dimnames(beta) <- list (NULL, rownames(beta.hat)) for (s in 1:n.sims){ sigma[s] <- sigma.hat*sqrt((n-k)/rchisq(1,n-k)) beta[s,] <- MASS::mvrnorm (1, beta.hat, V.beta*sigma[s]^2) } ans <- new("postSim", coef = beta, sigma = sigma) return (ans) } ) setMethod("postSim", signature(object = "glm"), function(object, n.sims=1000) { object.class <- class(object)[[1]] summ <- summary (object, correlation=TRUE, dispersion = object$dispersion) coef <- summ$coef[,1:2,drop=FALSE] dimnames(coef)[[2]] <- c("coef.est","coef.sd") beta.hat <- coef[,1,drop=FALSE] sd.beta <- coef[,2,drop=FALSE] corr.beta <- summ$corr n <- summ$df[1] + summ$df[2] k <- summ$df[1] V.beta <- corr.beta * array(sd.beta,c(k,k)) * t(array(sd.beta,c(k,k))) beta <- array (NA, c(n.sims,k)) dimnames(beta) <- list (NULL, dimnames(beta.hat)[[1]]) for (s in 1:n.sims){ beta[s,] <- MASS::mvrnorm (1, beta.hat, V.beta) } # Added by Masanao beta2 <- array (0, c(n.sims,length(coefficients(object)))) dimnames(beta2) <- list (NULL, names(coefficients(object))) beta2[,dimnames(beta2)[[2]]%in%dimnames(beta)[[2]]] <- beta # Added by Masanao sigma <- rep (sqrt(summ$dispersion), n.sims) ans <- new("postSim", coef = beta2, sigma = sigma) return(ans) } ) setMethod("postSim", signature(object = "polr"), function(object, n.sims=1000){ x <- as.matrix(model.matrix(object)) coefs <- coef(object) k <- length(coefs) zeta <- object$zeta Sigma <- vcov(object) if(n.sims==1){ parameters <- t(MASS::mvrnorm(n.sims, c(coefs, zeta), Sigma)) }else{ parameters <- MASS::mvrnorm(n.sims, c(coefs, zeta), Sigma) } ans <- new("postSim.polr", coef = parameters[,1:k,drop=FALSE], zeta = parameters[,-(1:k),drop=FALSE]) return(ans) } ) setMethod("postSim", signature(object = "svyglm"), function(object, n.sims=1000) { object.class <- class(object)[[2]] summ <- summary (object, correlation=TRUE, dispersion = object$dispersion) coef <- summ$coef[,1:2,drop=FALSE] dimnames(coef)[[2]] <- c("coef.est","coef.sd") beta.hat <- coef[,1,drop=FALSE] sd.beta <- coef[,2,drop=FALSE] corr.beta <- summ$corr n <- summ$df[1] + summ$df[2] k <- summ$df[1] V.beta <- corr.beta * array(sd.beta,c(k,k)) * t(array(sd.beta,c(k,k))) beta <- array (NA, c(n.sims,k)) dimnames(beta) <- list (NULL, dimnames(beta.hat)[[1]]) for (s in 1:n.sims){ beta[s,] <- MASS::mvrnorm (1, beta.hat, V.beta) } beta2 <- array (0, c(n.sims,length(coefficients(object)))) dimnames(beta2) <- list (NULL, names(coefficients(object))) beta2[,dimnames(beta2)[[2]]%in%dimnames(beta)[[2]]] <- beta sigma <- rep (sqrt(summ$dispersion), n.sims) ans <- new("postSim", coef = beta2, sigma = sigma) return(ans) } )