predict.rendo.copula.correction function

Predict method for Models using the Gaussian Copula Approach

Predicted values based on linear models with endogenous regressors estimated using the gaussian copula.

## S3 method for class 'rendo.copula.correction'
predict(object, newdata, ...)

Arguments

• object: Object of class inheriting from "rendo.copula.correction"
• newdata: An optional data frame in which to look for variables with which to predict. If omitted, the fitted values are returned.
• ...: ignored, for consistency with the generic function.

Returns

predict.copula.correction produces a vector of predictions

Examples

## Not run:

data("dataCopCont")

c1 <- copulaCorrection(y~X1+X2+P|continuous(P), num.boots=10,
                       data=dataCopCont)

# returns the fitted values
predict(c1)

# using the data used for fitting also for predicting,
# correctly results in fitted values
all.equal(predict(c1, dataCopCont), fitted(c1)) # TRUE
## End(Not run)

See Also

The model fitting function copulaCorrection