tidy.coeftest: Tidy a(n) coeftest object

View source: R/lmtest-tidiers.R

tidy.coeftestR Documentation

Tidy a(n) coeftest object


Tidy summarizes information about the components of a model. A model component might be a single term in a regression, a single hypothesis, a cluster, or a class. Exactly what tidy considers to be a model component varies across models but is usually self-evident. If a model has several distinct types of components, you will need to specify which components to return.


## S3 method for class 'coeftest'
tidy(x, conf.int = FALSE, conf.level = 0.95, ...)



A coeftest object returned from lmtest::coeftest().


Logical indicating whether or not to include a confidence interval in the tidied output. Defaults to FALSE.


The confidence level to use for the confidence interval if conf.int = TRUE. Must be strictly greater than 0 and less than 1. Defaults to 0.95, which corresponds to a 95 percent confidence interval.


Additional arguments. Not used. Needed to match generic signature only. Cautionary note: Misspelled arguments will be absorbed in ..., where they will be ignored. If the misspelled argument has a default value, the default value will be used. For example, if you pass conf.lvel = 0.9, all computation will proceed using conf.level = 0.95. Two exceptions here are:

  • tidy() methods will warn when supplied an exponentiate argument if it will be ignored.

  • augment() methods will warn when supplied a newdata argument if it will be ignored.


A tibble::tibble() with columns:


Upper bound on the confidence interval for the estimate.


Lower bound on the confidence interval for the estimate.


The estimated value of the regression term.


The two-sided p-value associated with the observed statistic.


The value of a T-statistic to use in a hypothesis that the regression term is non-zero.


The standard error of the regression term.


The name of the regression term.

See Also

tidy(), lmtest::coeftest()


# load libraries for models and data

m <- lm(dist ~ speed, data = cars)

tidy(coeftest(m, conf.int = TRUE))

# a very common workflow is to combine lmtest::coeftest with alternate
# variance-covariance matrices via the sandwich package. The lmtest
# tidiers support this workflow too, enabling you to adjust the standard
# errors of your tidied models on the fly.

# "HC3" (default) robust SEs
tidy(coeftest(m, vcov = vcovHC))       

# "HC2" robust SEs               
tidy(coeftest(m, vcov = vcovHC, type = "HC2")) 

# N-W HAC robust SEs
tidy(coeftest(m, vcov = NeweyWest))            

# the columns of the returned tibble for glance.coeftest() will vary 
# depending on whether the coeftest object retains the underlying model.
# Users can control this with the "save = TRUE" argument of coeftest().
glance(coeftest(m, save = TRUE))

broom documentation built on Aug. 30, 2022, 1:07 a.m.