summary.tlm: summary method for class "tlm"

In hett: Heteroscedastic t-Regression

Description

Summarizes the heteroscedastic t regression object

Usage

## S3 method for class 'tlm'
summary(object, correlation = FALSE, ...)
## S3 method for class 'summary.tlm'
print(x, ...) 

Arguments

object	heteroscedastic t regression object called from tlm()
x	an object of class "summary.tlm" containing the values below
correlation	should the calaculation of the parameter correlation matrix be supressed. If the fit includes a location and a scale formula then both correlation matrices are printed. The default is FALSE.
...	arguments passed to or from other methods

Details

The table summary produced by this function should be used with caution. A more appropriate test between nested models is to use the score statistic function tscore.

Value

a list containing the following components:

loc.summary	an object containing a list of objects that summarize the location model
scale.summary	an object containing a list of objects that summarize the scale model
iter	the number of iterations of the algorithm
dof	value of the fixed or estimated degrees of freedom
dofse	the standard error associated with the degrees of freedom if estimated
logLik	the maximised log-likelihood
method	the method used to maximize the likelihood
endTime	the time taken for the algorithm to converge

Author(s)

Julian Taylor

See Also

tsum, tlm

Examples

data(mm, package = "hett")
attach(mm)

## fit a model with heteroscedasticity and estimating the degrees of freedom

tfit2 <- tlm(m.marietta ~ CRSP, ~ CRSP, data = mm, start = list(dof =
3), estDof = TRUE)
summary(tfit2) 

hett documentation built on Oct. 23, 2020, 7:13 p.m.