estimatr_glancers: Glance at an estimatr object

estimatr_glancersR Documentation

Glance at an estimatr object

Description

Glance at an estimatr object

Usage

## S3 method for class 'lm_robust'
glance(x, ...)

## S3 method for class 'lh_robust'
glance(x, ...)

## S3 method for class 'iv_robust'
glance(x, ...)

## S3 method for class 'difference_in_means'
glance(x, ...)

## S3 method for class 'horvitz_thompson'
glance(x, ...)

Arguments

x

An object returned by one of the estimators

...

extra arguments (not used)

Value

For glance.lm_robust, a data.frame with columns:

r.squared

the R^2,

R^2 = 1 - Sum(e[i]^2) / Sum((y[i] - y^*)^2),

where y^* is the mean of y[i] if there is an intercept and zero otherwise, and e[i] is the ith residual.

adj.r.squared

the R^2 but penalized for having more parameters, rank

se_type

the standard error type specified by the user

statistic

the value of the F-statistic

p.value

p-value from the F test

df.residual

residual degrees of freedom

nobs

the number of observations used

For glance.lh_robust, we glance the lm_robust component only. You can access the linear hypotheses as a data.frame directy from the lh component of the lh_robust object

For glance.iv_robust, a data.frame with columns:

r.squared

The R^2 of the second stage regression

adj.r.squared

The R^2 but penalized for having more parameters, rank

df.residual

residual degrees of freedom

N

the number of observations used

se_type

the standard error type specified by the user

statistic

the value of the F-statistic

p.value

p-value from the F test

statistic.weakinst

the value of the first stage F-statistic, useful for the weak instruments test; only reported if there is only one endogenous variable

p.value.weakinst

p-value from the first-stage F test, a test of weak instruments; only reported if there is only one endogenous variable

statistic.endogeneity

the value of the F-statistic for the test of endogeneity; often called the Wu-Hausman statistic, with robust standard errors, we employ the regression based test

p.value.endogeneity

p-value from the F-test for endogeneity

statistic.overid

the value of the chi-squared statistic for the test of instrument correlation with the error term; only reported with overidentification

p.value.overid

p-value from the chi-squared test; only reported with overidentification

For glance.difference_in_means, a data.frame with columns:

design

the design used, and therefore the estimator used

df

the degrees of freedom

nobs

the number of observations used

nblocks

the number of blocks, if used

nclusters

the number of clusters, if used

condition2

the second, "treatment", condition

condition1

the first, "control", condition

For glance.horvitz_thompson, a data.frame with columns:

nobs

the number of observations used

se_type

the type of standard error estimator used

condition2

the second, "treatment", condition

condition1

the first, "control", condition

See Also

generics::glance(), lm_robust(), lm_lin(), iv_robust(), difference_in_means(), horvitz_thompson()


estimatr documentation built on May 29, 2024, 7:23 a.m.