confint.TSVC {TSVC} | R Documentation |
Confidence intervals for Varying Coefficient Trees
Description
Construct parametric bootstrap percentile confidence intervals of effects of covariates that vary with the values of one or several effect modifiers. The basic method is described in Spuck et al. (2025).
Usage
## S3 method for class 'TSVC'
confint(
object,
bootstrap_n = 500,
alpha = 0.05,
post_pruning = NULL,
splits_max = 5,
trace = FALSE,
...
)
Arguments
object |
a fitted object of class |
bootstrap_n |
the number of bootstrap samples to be drawn. |
alpha |
significance level |
post_pruning |
method to select the maximal number of splits; can be |
splits_max |
maximal number of splits to be considered. If |
trace |
if |
... |
further arguments passed to or from other methods. |
Details
The method is so far mainly put to the test for gaussian (family=gaussian) and binary (family=binary(link="logit")) outcome. It should be taken with care for differently scaled outcomes.
Author(s)
Moritz Berger <Moritz.Berger@imbie.uni-bonn.de>
https://www.imbie.uni-bonn.de/people/dr-moritz-berger/
Nikolai Spuck <Spuck@imbie.uni-bonn.de>
https://www.imbie.uni-bonn.de/people/nikolai-spuck/
References
Berger, M., G. Tutz and M. Schmid (2019). Tree-Structured Modelling of Varying Coefficients. Statistics and Computing 29, 217-229, https://doi.org/10.1007/s11222-018-9804-8.
Spuck, N., M. Schmid, M. Monin and M. Berger (2025). Confidence intervals for tree-structured varying coefficients. Computational Statistics and Data Analysis.
See Also
TSVC
, plot.TSVC
, predict.TSVC
, summary.TSVC
Examples
# Swiss Labour Market
library(AER)
data("SwissLabor")
# recode factors
sl <- SwissLabor
sl$participation <- as.numeric(sl$participation)-1
sl$foreign <- as.numeric(sl$foreign)-1
## Not run:
fit1 <- TSVC(participation~income+age, data=sl, family=binomial(link="logit"),
perm_test=FALSE, test_linear=FALSE, splits_max=3)
confint(fit1, bootstrap_n=500, alpha=0.05, trace=TRUE)
## End(Not run)