summary.censReg: Summarizing Linear Model Fits

Description Usage Arguments Value Note References

View source: R/smwrQW_x_summary.censReg.R

Description

Summarizes the output from a censored regression object: method for "censReg" object.

Usage

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## S3 method for class 'censReg'
summary(object, correlation = FALSE, ...)

Arguments

object

an object of class "censReg"—output from censReg.

correlation

include the correlation matrix of the estimated parameters?

...

further arguments passed to or from other methods.

Value

An object of class "summary.censReg" containing the object, the pseudo R-squared, variance inflation factors, a table of diagnostic statistics, critical values for selected diagnostic statistics, an indication of which observations exceed any of the selected diagnostic statistics, and optionally the parameter correlation matrix.

Note

The pseudo R-squared is computed using the McKelvey-Zavoina (1975) method, which tries to describe the proportion of variance explained by the fit and tries to capture the square of the correlation between the fitted and actual values. For uncensored data, it is equal to the usual R-squared for ordinary least squares.

References

McKelvey, R.D., and Zavoina, W., 1975, A statistical model for the analysis of ordinal dependent variables: The Journal of Mathematical Sociology, v. 4, no. 1, p. 103–120.


baytrends documentation built on July 19, 2018, 5:01 p.m.