coef_test: Test all regression coefficients in a fitted model

Description Usage Arguments Value See Also

View source: R/coef_test.R


coef_test reports t-tests for each coefficient estimate in a fitted linear regression model, using a sandwich estimator for the standard errors and a small sample correction for the p-value. The small-sample correction is based on a Satterthwaite approximation or a saddlepoint approximation.


coef_test(obj, vcov, test = "Satterthwaite", ...)



Fitted model for which to calculate t-tests.


Variance covariance matrix estimated using vcovCR or a character string specifying which small-sample adjustment should be used to calculate the variance-covariance.


Character vector specifying which small-sample corrections to calculate. "z" returns a z test (i.e., using a standard normal reference distribution). "naive-t" returns a t test with m - 1 degrees of freedom. "Satterthwaite" returns a Satterthwaite correction. "saddlepoint" returns a saddlepoint correction. Default is "Satterthwaite".


Further arguments passed to vcovCR, which are only needed if vcov is a character string.


A data frame containing estimated regression coefficients, standard errors, and test results. For the Satterthwaite approximation, degrees of freedom and a p-value are reported. For the saddlepoint approximation, the saddlepoint and a p-value are reported.

See Also


clubSandwich documentation built on Nov. 17, 2017, 4:56 a.m.