ei.reg {eiPack} | R Documentation |
Estimate an ecological regression using least squares.
ei.reg(formula, data, ...)
formula |
An R formula object of the form cbind(c1, c2, ...)
~ cbind(r1, r2, ...) |
data |
data frame containing the variables specified in formula |
... |
Additional arguments passed to lm . |
For i in 1,...,C, C regressions of the form
c_i ~ cbind(r1, r2, ...)
are performed.
These regressions make use of the accounting identities and the constancy assumption, that beta_rci = beta_rc for all i.
The accounting identities include
Then regressing
T_ci = beta_rc X_ri + epsilon_ci
for c = 1,...C recovers the population parameters beta_rc when the standard linear regression assumptions apply, including E[epsilon_ci] = 0 and Var[epsilon_ci] = sigma_c^2 for all i.
A list containing
call |
the call to ei.reg |
coefficients |
an R x C matrix of estimated population cell fractions |
se |
an R x C matrix of standard errors
for coefficients . |
cov.matrices |
A list of the C scaled variance-covariance matrices for each of the ecological regressions |
normal-bracket33bracket-normal
Olivia Lau <olau@fas.harvard.edu> and Ryan T. Moore <rtmoore@fas.harvard.edu>
Leo Goodman. 1953. ``Ecological Regressions and the Behavior of Individuals.'' American Sociological Review 18:663–664.