Skip to content
Snippets Groups Projects
Commit 64ef4147 authored by Jungehülsing's avatar Jungehülsing
Browse files

add option to use robust variance covariance matrix

parent 3a3a3ad8
Branches
No related tags found
1 merge request!2Add Poetest and its documentation
This commit is part of merge request !2. Comments created here will be created in the context of that merge request.
......@@ -8,17 +8,21 @@
#' @param model2 Model from which to take the second WTP values
#' @param att Vector of attributes whose WTP values you want to compare
#' @param price name of the price coefficient
#'
#' @param vcov which variance-covariance matrix to use. Either normal for the normal one, or rob for the robust one.
#'
#' @return a p value associated with "WTP1>WTP2"
#' @export
#'
#' @examples \dontrun{
#' poeresults<-poetest(n=5000, model1 = clmodels[[model_1]],model2 = clmodels[[model_2]],
#' att=attr, price = "bcost")
#' att=attr, price = "bcost", vcov = "normal")
#' }
poetest <- function(n, model1, model2, att, price){
poetest <- function(n, model1, model2, att, price, vcov){
#stop command for invalid variance covariance matrix
if (!vcov %in% c("rob", "normal")) {
stop("Invalid value for 'vcov'. Please use one of 'rob' or 'normal'.")
}
## Extract relevant elements of models
......@@ -41,7 +45,7 @@ poetest <- function(n, model1, model2, att, price){
return(draw)
}
getalldraws <- function(n, model1, model2, att, price) {
getalldraws <- function(n, model1, model2, att, price, vcov) {
allmodels <- list(model1,model2)
......@@ -49,7 +53,14 @@ poetest <- function(n, model1, model2, att, price){
for (m in 1:2) {
model_draws[[m]] <-takedraws(n,allmodels[[m]][["estimate"]],allmodels[[m]][["varcov"]])
#implement the option to choose between the robust or the normal variance covariance matrix
varcov_matrix <- switch(vcov,
rob = allmodels[[m]][["robvarcov"]],
normal = allmodels[[m]][["varcov"]],
stop("Invalid value for 'vcov'. Please use one of 'rob' or 'normal'.")
)
model_draws[[m]] <-takedraws(n,allmodels[[m]][["estimate"]],varcov_matrix)
model_draws[[m]] <-cbind(model_draws[[m]], wtp= model_draws[[m]][,att]/model_draws[[m]][,price])
}
......@@ -58,7 +69,7 @@ poetest <- function(n, model1, model2, att, price){
}
draws<-getalldraws(n, model1, model2, att, price)
draws<-getalldraws(n, model1, model2, att, price, vcov)
wtpvec <- cbind(wtp1= draws[[1]][,"wtp"], wtp2= draws[[2]][,"wtp"])
......
......@@ -4,7 +4,7 @@
\alias{poetest}
\title{Perform the Poe (2005) test on different discrete choice models}
\usage{
poetest(n, model1, model2, att, price)
poetest(n, model1, model2, att, price, vcov)
}
\arguments{
\item{n}{number of draws}
......@@ -16,6 +16,8 @@ poetest(n, model1, model2, att, price)
\item{att}{Vector of attributes whose WTP values you want to compare}
\item{price}{name of the price coefficient}
\item{vcov}{which variance-covariance matrix to use. Either normal for the normal one, or rob for the robust one.}
}
\value{
a p value associated with "WTP1>WTP2"
......@@ -26,6 +28,6 @@ Perform the Poe (2005) test on different discrete choice models
\examples{
\dontrun{
poeresults<-poetest(n=5000, model1 = clmodels[[model_1]],model2 = clmodels[[model_2]],
att=attr, price = "bcost")
att=attr, price = "bcost", vcov = "normal")
}
}
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Please register or to comment