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Summarise posterior covariate coefficients

Source: R/JointModelSamples.R
coef.JointModelSamples.Rd

Extracts posterior summaries of survival and longitudinal covariate coefficients from a fitted joint model. Uses the existing stats::coef() generic. Survival-only and longitudinal-only fits are also supported.

Usage 

# S3 method for class 'JointModelSamples'
coef(object, ...)

Arguments

object

(JointModelSamples) samples from a fitted joint model.

...

Summary functions or named arguments passed to the underlying cmdstanr::CmdStanMCMC object's $summary() method, which uses posterior::summarise_draws(). Supply a custom quantile function to change the credible interval (see examples). Do not supply variables: the method selects the coefficient variables automatically.

Value

A tibble with one row per covariate coefficient, in design-matrix order (survival first, then longitudinal predictors). The columns are:

  • component: "survival" or "longitudinal".

  • predictor: the longitudinal predictor name, or NA for survival.

  • covariate: the corresponding design-matrix column name.

  • variable: the original indexed Stan variable name.

  • Summary columns returned by $summary(). By default these include mean, median, sd, mad, q5, q95, rhat, ess_bulk, and ess_tail. The default intervals are 90% credible intervals.

Details

Covariate labels come from the fitted design matrices, including factor contrasts and interactions. Longitudinal coefficients are grouped by their predictor, such as mu_g, mu_s, or omega_g; all covariate predictors reported by covariates.LongitudinalModel() are included.

Coefficients remain on their fitted predictor scales. No exponentiation or other transformation is applied. Intercepts, association-link coefficients, and other model parameters are not included. An error is raised if there are no covariate coefficients or a required coefficient was not sampled.

See also

shrinkage.JointModelSamples()

Other JointModelSamples: LongitudinalRandomEffects(), as_print_string.JointModelSamples()

Examples 

if (FALSE) { # \dontrun{
# fit is a JointModelSamples object returned by sampleStanModel().
coef(fit)
coef(fit, "median", intervals = function(x) {
    stats::quantile(x, probs = c(0.025, 0.975))
})
coef(fit, "mean", "sd")
} # }