summary.nlreg: Summary Method for Nonlinear Heteroscedastic Models

Description Usage Arguments Details Value See Also Examples

Description

Returns a summary list for a fitted nonlinear heteroscedastic model.

Usage

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## S3 method for class 'nlreg'
summary(object, observed = TRUE, correlation = FALSE, 
        digits = NULL, ...)

Arguments

object

a fitted nlreg object. This is assumed to be the result of some fit that produces an object inheriting from the class nlreg, in the sense that the components returned by the nlreg function will be available.

observed

logical argument. If TRUE, the observed information is used to calculate the covariance matrix, the expected information otherwise. The default is TRUE.

correlation

logical argument. If TRUE, the correlation matrix for the parameter estimates is computed; default is TRUE.

digits

the number of significant digits to be printed.

...

absorbs any additional argument.

Details

This function is a method for the generic function summary for class nlreg. It can be invoked by calling summary for an object of the appropriate class, or directly by calling summary.nlreg regardless of the class of the object.

Value

A list is returned with the following components:

coefficients

a matrix with four columns, containing the MLEs of the regression coefficients, their standard errors, the z-value (or Wald statistic) and the associated p-value based on the standard normal approximation to the distribution of the z statistic.

varPar

a matrix with two columns, containing the MLEs of the variance parameters and their standard errors.

offset

a numerical vector with a single named element indicating the parameter of interest and the value to which it was fixed while fitting the nonlinear model.

residuals

the response residuals from the fit.

covariance

the (asymptotic) covariance matrix for the parameter estimates.

correlation

the (asymptotic) correlation matrix for the parameter estimates.

logLik

the log likelihood from the fit.

call

an image of the call that produced the nlreg object, but with the arguments all named.

digits

then number of significant digits to be printed.

ws

the ws component of the nlreg object.

See Also

nlreg.object, summary

Examples

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data(metsulfuron)
metsulfuron.nl <- 
    nlreg( formula = log(area) ~ log( b1+(b2-b1) / (1+(dose/b4)^b3) ), 
           weights = ~ ( 1+dose^exp(g) )^2, data = metsulfuron, 
           start = c(b1 = 138, b2 = 2470, b3 = 2, b4 = 0.07, g = log(0.3)),
           hoa = TRUE )
##
summary( metsulfuron.nl, digits = 3 )
##
print( summary( metsulfuron.nl )$cov, digits = 3 )
print( summary( metsulfuron.nl, observed = FALSE )$cov, digits = 3 )

hoa documentation built on May 2, 2019, 8:56 a.m.