predictDiscrete function

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

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

predictDiscrete(object, newdata, m = 100)

Arguments

• object: Object of class EstDiscrete generated by EstDiscrete.
• 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.
• m: Number of points for the numerical integration (default is 100).

Returns

• mest: Conditional expectations (conditional probabilities for the multinomial case

Examples

data(out.poisson)
newdata = list(clu=c(1:50),xc=rep(0.2,50),xm=rep(0.5,50))
pred= predictDiscrete(out.poisson,newdata,m=100)

References

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

Author(s)

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