All changes to Zelig are documented here. GitHub issue numbers are given after each change note when relevant. See https://github.com/IQSS/Zelig/issues. External contributors are referenced with their GitHub usernames when applicable.
predit
, fitted
, residuals
now accept arguments. #320++++ All Zelig time series models will be deprecated on 1 February 2018 ++++
Resolved an issue where odds_ratios
standard errors were not correctly returned for logit
and relogit
models. Thanks to @retrography. #302
Zelig 4 compatability wrappers now work for arima
models. Thanks to
setx
was called with arima
models Thanks toResolved an error when summary
was called after sim
for arima
models. #305
Resolved an error when sim
is used with differenced first-order autoregressive models. #307
arima
models return informative error when data
is not found. #308
Compatibility with testthat 2.0.0
Documentation updated to correctly reflect that tobit
wraps AER::tobit
. #315
Package terminology in documentation corrected. #316
Speed improvements made to relogit
. Thanks to @retrography. #88
Returns relogit
weighted case control method to that described in King and Langche (2001, eq. 11) and used in the Stata relogit
implementation. #295
Odds ratios now returned from summary
with relogit
models via the odds_ratios = TRUE
argument. #302
zquantile
with Amelia imputed data now working. #277
vcov
now works with rq
quantile regression models.
More informative error handling for conflicting timeseries
model arguments. #283
Resolved and issue with relogit
that produced a warning when the fitted model object was passed to predict
. #291
!EXPERIMENTAL! interface function to_zelig
allows users to convert fitted model objects fitted outside of Zelig to a Zelig object. The function is called within the setx
wrapper if a non-Zelig object is supplied. Currently only works for models fitted with lm
and many estimated with glm
and svyglm
. #189
get_se
and get_pvalue
function wrappers created for get_se
and get_pvalue
methods, respectively. #269
If combine_coef_se
is given a model estimated without multiply imputed data or bootstraps, an error is no longer returned. Instead a list of the models’ untransformed coefficients, standard errors, and p-values is returned. #268
summary
for logit
models now accepts the argument odds_ratios
. When TRUE
odds ratio estimates are returned rather than coefficient estimates. Thanks to Adam Obeng. PR/#270.
setx
and sim
fail informatively when passed ZeligEI objects. #271
Resolved a bug where weights
were not being passed to svydesign
in survey models. #258
Due to limited functionality and instability, zelig survey estimations no return a warning and a link to documentation on how to use to_survey
via setx
to bipass zelig
. #273
Resolved a bug where from_zelig_model
would not extract fitted model objects for models estimated using vglm
. #265
get_pvalue
and get_se
now work for models estimated using vglm
. #267
Improved ivreg
, mlogit
, and getter (#266) documentation.
Average Treatment Effect on the Treated (ATT) vignette added to the online documentation https://docs.zeligproject.org/articles/att.html
Corrected vignette URLs.
Introduce a new model type for instrumental-variable regression: ivreg
based on the ivreg
from the AER package. #223
Use the Formula package for formulas. This will enable a common syntax for multiple equations, though currently in Core Zelig it is only enhances ivreg
. #241
zelig
calls now support update
ing formulas (#244) and .
syntax for inserting all variables from data
on the right-hand side of the formula #87. See also #247.
Arbitrary log
transformations are now supported in zelig
calls (exept for ivreg
regressors). #225
Arbitrary as.factor
and factor
transformations are now supported in zelig
calls.
Restored quantile regression (model = "rq"
). Currently only supports one tau
at a time. #255
Added get_qi
wrapper for get_qi
method.
Added ATT
wrapper for ATT
method.
gee
models can now be estimated with multiply imputed data. #263
zelig
returns an error if weights
are specified in a model estimated with multiply imputed data. (not possible before, but uninformative error returned)
Code improvement to factor_coef_combine
so it does not return a warning for model types with more than 1 declared class.
Reorganize README files to meet new CRAN requirements.
Switch bind_rows
for rbind_all
in zquantile
as the latter is depricated. #255
Depends on the survival package in order to enable setx
for exponential models without explicitly loading survival. #254
relogit
now only accepts one tau
per call (similar to quantile
). Fixed to address #257.
Additional unit tests.
New function combine_coef_se
takes as input a zelig
model estimated using multiply imputed data or bootstrapping and returns a list of coefficients, standard errors, z-values, and p-values combined across the estimations. Thanks to 3 for prompting. #229
The following changes were primarily made to re-established Zelig integration with WhatIf. #236
Added zelig_setx_to_df
for extracted fitted values created by setx
.
Fitted factor level variable values are returned in a single column (not by parameter level) by zelig_qi_to_df
.
setrange
(including setx
used with a range of fitted values) now creates scenarios based on matches of equal length set ranges. This enables setx
to work with polynomials, splines, etc. (currently only when these are created outside of the zelig
call). #238
Resolve a bug where appropriate plot
s were not created for mlogitbayes
. #206
Arguments (such as xlab
) can now be passed to plot
. #237
zelig_qi_to_df
and qi_slimmer
bug with multinomial response models resolved. #235
Resolved a bug where coef
, coefficients
, vcov
, fitted
, and predict
returned errors. Thanks to 3 for initially reporting. #231
Reduced number of digits show from summary
for fitted model objects.
!! Breaking change !! the get*
functions (e.g. getcoef
) now use underscores _
to delimit words in the function names (e.g. get_coef
). #214
Added a number of new “getter” methods for extracting estimation elements:
get_names
method to return Zelig object field names. Also available via names
. #216
get_residuals
to extract fitted model residuals. Also available via residuals
.
get_df_residuals
method to return residual degrees-of-freedom. Also accessible via df.residuals
.
get_model_data
method to return the data frame used to estimate the original model.
get_pvalue
and get_se
methods to return estimated model p-values and standard errors. Thank you to 3 for contributions. #147
zelig_qi_to_df
function for extracting simulated quantities of interest from a Zelig object and returning them as a tidy-formatted data frame. #189
setx
returns an error if it is unable to find a supplied variable name.
setx1
wrapper added to facilitate piped workflows for first differences.
zelig
can handle independent variables that are transformed using the natural logarithm inside of the call. #225
Corrected an issue where plot
would tend to choose a factor level as the x-axis variable when plotting a range of simulations. #226
If a factor level variable’s fitted value is not specified in setx
and it is multi-modal, the last factor in the factor list is arbitrarily chosen. This replaces previous behavior where the level was randomly chosen, causing unuseful quantity of interest range plots. #226
Corrected a bug where summary
for ranges of setx
would only show the first scenario. Now all scenarios are shown. #226
Corrected a bug where the README.md was not included in the CRAN build.
to_zelig_mi
now can accept a list of data frames. Thanks to
Allows users to convert an independent variable to a factor within a zelig
call using as.factor
. #213
from_zelig_model
function to extract original fitted model objects from zelig
estimation calls. This is useful for conducting non-Zelig supported post-estimation and easy integration with the texreg and stargazer packages for formatted parameter estimate tables. #189
Additional MC tests for a wide range of models. #160
Resolves a bug from set
where sim
would fail for models that included factor level independent variables. #156
Fixed an issue with model-survey
where ids
was hard coded as ~1
. #144
Fixed ATT
bug introduced in 5.0-14. #194
Fixed ci.plot
bug with timeseries
models introduced in 5.0-15. #204
mode
has been deprecated. Please use Mode
. #152
The Zelig 4 sim
wrapper now intelligently looks for fitted values from the reference class object if not supplied via the x argument.
New to_zelig_mi
utility function for combining multiply imputed data sets for passing to zelig
. mi
will also work to enable backwards compatibility. #178
Initial development on a new testing architecture and more tests for model-*
, Zelig 4 wrappers, ci.plot
, and the Zelig workflow.
graph
method now accepts simulations from setx
and setrange
. For the former it uses qi.plot
and ci.plot
for the latter.
Improved error messages for Zelig 4 wrappers.
Improved error messages if Zelig methods are supplied with too little information.
model-arima
now fails if the dependent variable does not vary for one of the cases.
Minor documentation improvements for Zelig 4 wrappers.
Dynamically generated README.md.
Removed plyr package dependency.
rbind_all
replaced by bind_rows
as the former is deprecated by dplyr.
Other internal code improvements