predictContinuous function

Conditional expectation for a copula-based estimation of mixed regression models for continuous response

Compute the conditional expectation of a copula-based 2-level hierarchical model for continuous response.

predictContinuous(object, newdata = NULL, nq = 25)

Arguments

• object: Object of class EstContinuous generated by EstContinuous.
• newdata: List of variables for be predicted (clu for clusters, xc for the copula covariates, and xm for the margins covariates). The covariates can be NULL.
• nq: number of nodes and weighted for Gaussian quadrature of the product of conditional copulas; default is 25.

Returns

• mest: Conditional expectations

Examples

data(out.normal)
newdata=list(clu=c(1:50),xm=rep(0.4,50))
pred= predictContinuous(out.normal,newdata)

References

Krupskii, Nasri & Remillard (2023). On factor copula-based mixed regression models

Author(s)

Pavel Krupskii and Bruno N. Remillard, January 20, 2023