lapl_aprx2 is a more flexible alternative to lapl_aprx. This creates glm objects from which joint asymptotic distributions can be computed.

lapl_aprx2(y, x, family = "binomial", ...)

Arguments

y

the binary dependent variable y

x

the matrix of independent variables.

family

a parameter to be passed glm, defaults to the logit model

...

additional parameters to be passed to glm

Value

val A list of mode variance-covariance matrix, and scale factor for proposal draws from the multivariate normal distribution.

Examples

y = indicat(faithful$waiting,mean(faithful$waiting)) x = scale(cbind(faithful$eruptions,faithful$eruptions^2)) (gg<- lapl_aprx2(y,x)); coef(gg); vcov(gg)
#> #> Call: stats::glm(formula = dat$y ~ ., family = family, data = dat) #> #> Coefficients: #> (Intercept) X1 X2 #> -0.6255 -4.3353 -0.2306 #> #> Degrees of Freedom: 271 Total (i.e. Null); 269 Residual #> Null Deviance: 364.6 #> Residual Deviance: 68.49 AIC: 74.49
#> (Intercept) X1 X2 #> -0.6255109 -4.3352841 -0.2306354
#> (Intercept) X1 X2 #> (Intercept) 0.5113988 -3.335057 3.199333 #> X1 -3.3350566 27.657200 -26.558498 #> X2 3.1993331 -26.558498 25.926695