Update, re-fit and re-adjust a Model Call

Source: R/adj_loglik_methods.R

update.chantrics() will update a model that has been adjusted by adj_loglik(). It passes all arguments to the standard stats::update() function.

# S3 method for chantrics
update(object, ...)

Arguments

object

A "chantrics" returned by adj_loglik().
...

Additional arguments to the call, passed to stats::update() to update the original model specification.

Value

The fitted, adjusted "chantrics" object.

Details

The function cannot change any arguments passed to the adj_loglik() function. To change any of these arguments, re-run adj_loglik().

Passing evaluate = FALSE is not supported, if this is required, run stats::update() on the unadjusted object.

See also

stats::update()

stats::update.formula()

Examples

# from Introducing Chandwich.
set.seed(123)
x <- rnorm(250)
y <- rnbinom(250, mu = exp(1 + x), size = 1)
fm_pois <- glm(y ~ x + I(x^2), family = poisson)
fm_pois_adj <- adj_loglik(fm_pois)
fm_pois_small_adj <- update(fm_pois_adj, formula = . ~ . - I(x^2))
summary(fm_pois_small_adj)

#>                MLE      SE adj. SE
#> (Intercept) 1.0550 0.04049 0.08111
#> x           0.9017 0.02884 0.06939
fm_pois_smallest_adj <- update(fm_pois_adj, formula = . ~ 1)
summary(fm_pois_smallest_adj)

#>               MLE      SE adj. SE
#> (Intercept) 1.447 0.03067  0.1109