summary.rendo.latent.IV: Summarizing latentIV Model Fits

In REndo: Fitting Linear Models with Endogenous Regressors using Latent Instrumental Variables

Summarizing latentIV Model Fits

Description

summary method for a model of class rendo.latent.IV resulting from fitting latentIV

Usage

## S3 method for class 'rendo.latent.IV'
summary(object, ...)

Arguments

object	an object of class rendo.latent.IV, a result of a call to latentIV.
...	ignored, for consistency with the generic function.

Value

The function summary.rendo.latent.IV computes and returns a list of summary statistics which contains the following components:

coefficients	a px4 matrix with columns for the estimated coefficients, its standard error, the t-statistic and corresponding (two-sided) p-value.
start.params	a named vector with the initial set of parameters used to optimize the log-likelihood function.
names.main.coefs	a vector specifying which coefficients are from the model. For internal usage.
vcov	variance covariance matrix derived from the hessian.
AIC	Akaike's An Information Criterion for the model fitted on the provided data.
BIC	Schwarz's Bayesian Criterion for the model fitted on the provided data.
KKT1	first Kuhn, Karush, Tucker optimality condition as returned by optimx.
KKT2	second Kuhn, Karush, Tucker optimality condition as returned by optimx.
conv.code	the convergence code as returned by optimx.
log.likelihood	the value of the log-likelihood function at the found solution for the provided data.

See Also

The model fitting function latentIV

Function coef will extract the coefficients matrix and function vcov will extract the component vcov from the returned summary object.

REndo documentation built on July 3, 2024, 1:06 a.m.