Coefficient stability

Computes the variance of each regression coefficient across perturbation iterations. Lower variance indicates greater stability.

Usage

coef_stability(diag_obj)

Arguments

diag_obj

A reprostat object from run_diagnostics.

Value

A named numeric vector of per-coefficient variances.

Examples

set.seed(1)
d <- run_diagnostics(mpg ~ wt + hp, data = mtcars, B = 50)
coef_stability(d)
#>  (Intercept)           wt           hp 
#> 3.512876e+00 3.919577e-01 4.783342e-05