Estimate probabilities in contingency table
multinomial( x, data = parent.frame(), marginal = FALSE, transform, vcov = TRUE, IC = TRUE, ... )
x
: Formula (or matrix or data.frame with observations, 1 or 2 columns)data
: Optional data.framemarginal
: If TRUE the marginals are estimatedtransform
: Optional transformation of parameters (e.g., logit)vcov
: Calculate asymptotic variance (default TRUE)IC
: Return ic decomposition (default TRUE)...
: Additional arguments to lower-level functionsset.seed(1) breaks <- c(-Inf,-1,0,Inf) m <- lvm(); covariance(m,pairwise=TRUE) <- ~y1+y2+y3+y4 d <- transform(sim(m,5e2), z1=cut(y1,breaks=breaks), z2=cut(y2,breaks=breaks), z3=cut(y3,breaks=breaks), z4=cut(y4,breaks=breaks)) multinomial(d[,5]) (a1 <- multinomial(d[,5:6])) (K1 <- kappa(a1)) ## Cohen's kappa K2 <- kappa(d[,7:8]) ## Testing difference K1-K2: estimate(merge(K1,K2,id=TRUE),diff) estimate(merge(K1,K2,id=FALSE),diff) ## Wrong std.err ignoring dependence sqrt(vcov(K1)+vcov(K2)) ## Average of the two kappas: estimate(merge(K1,K2,id=TRUE),function(x) mean(x)) estimate(merge(K1,K2,id=FALSE),function(x) mean(x)) ## Independence ##' ## Goodman-Kruskal's gamma m2 <- lvm(); covariance(m2) <- y1~y2 breaks1 <- c(-Inf,-1,0,Inf) breaks2 <- c(-Inf,0,Inf) d2 <- transform(sim(m2,5e2), z1=cut(y1,breaks=breaks1), z2=cut(y2,breaks=breaks2)) (g1 <- gkgamma(d2[,3:4])) ## same as ## Not run: gkgamma(table(d2[,3:4])) gkgamma(multinomial(d2[,3:4])) ## End(Not run) ##partial gamma d2$x <- rbinom(nrow(d2),2,0.5) gkgamma(z1~z2|x,data=d2)
Klaus K. Holst