summary.plm {plm} | R Documentation |
The summary method for plm objects generates some more information about estimated plm models.
## S3 method for class 'plm' summary(object, vcov = NULL, ..., .vcov = NULL) ## S3 method for class 'summary.plm' print(x, digits = max(3, getOption("digits") - 2), width = getOption("width"), subset = NULL, ...)
object |
an object of class |
x |
an object of class |
subset |
a character or numeric vector indicating a subset of the table of coefficients to be
printed for |
vcov |
a variance–covariance matrix furnished by the user or a function to calculate one (see Examples), |
.vcov |
deprecated, use argument |
digits |
number of digits for printed output, |
width |
the maximum length of the lines in the printed output, |
... |
further arguments. |
The summary
method for plm objects (summary.plm
) creates an object of class c("summary.plm", "plm", "panelmodel")
that
extends the plm object it is run on with various information about the estimated model like
(inferential) statistics, see Value. It has an associated print method (print.summary.plm
).
An object of class c("summary.plm", "plm", "panelmodel")
. Some of its elements are
carried over from the associated plm object and described there (plm
).
The following elements are new or changed relative to the elements of a plm object:
fstatistic |
F statistic for joint test of significance of coefficients (class "htest") (robust F statistic in case of supplied argument |
coefficients |
a matrix with the estimated coefficients, standard errors, t–values, and p–values, if argument |
vcov |
the "regular" variance–covariance matrix of the coefficients (class "matrix"), |
rvcov |
only present if argument |
r.squared |
a named numeric containing the R-squared ("rsq") and the adjusted R-squared ("adjrsq") of the model, |
df |
an integer vector with 3 components, (p, n-p, p*), where p is the number of estimated (non-aliased) coefficients of the model, n-p are the residual degrees of freedom (n being number of observations), and p* is the total number of coefficients (incl. any aliased ones). |
Yves Croissant
plm
for estimation of various models;
vcovHC
for an example of a robust estimation of variance–covariance matrix;
r.squared
for the function to calculate R-squared;
print.htest
for some information about class "htest";
fixef
to compute the fixed effects for "within" (=fixed effects) models and
within_intercept
for an "overall intercept" for such models;
pwaldtest
data("Produc", package = "plm") zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp, data = Produc, index = c("state","year")) summary(zz) # summary with a funished vcov, passed as matrix, as function, and # as function with additional argument data("Grunfeld", package = "plm") wi <- plm(inv ~ value + capital, data = Grunfeld, model="within", effect = "individual") summary(wi, vcov = vcovHC(wi)) summary(wi, vcov = vcovHC) summary(wi, vcov = function(x) vcovHC(x, method = "white2")) # extract F statistic wi_summary <- summary(wi) Fstat <- wi_summary[["fstatistic"]] # extract estimates and p-values est <- wi_summary[["coefficients"]][ , "Estimate"] pval <- wi_summary[["coefficients"]][ , "Pr(>|t|)"] # print summary only for coefficent "value" print(wi_summary, subset = "value")