ivregMethods: Methods for '"ivreg"' Objects

In ivreg: Instrumental-Variables Regression by '2SLS', '2SM', or '2SMM', with Diagnostics

Methods for "ivreg" Objects

Description

Various methods for processing "ivreg" objects; for diagnostic methods, see ivregDiagnostics.

Usage

## S3 method for class 'ivreg'
coef(object, component = c("stage2", "stage1"), complete = TRUE, ...)

## S3 method for class 'ivreg'
vcov(object, component = c("stage2", "stage1"), complete = TRUE, ...)

## S3 method for class 'ivreg'
bread(x, ...)

## S3 method for class 'ivreg'
estfun(x, ...)

## S3 method for class 'ivreg'
vcovHC(x, ...)

## S3 method for class 'ivreg'
terms(x, component = c("regressors", "instruments", "full"), ...)

## S3 method for class 'ivreg'
model.matrix(
  object,
  component = c("regressors", "projected", "instruments"),
  ...
)

## S3 method for class 'ivreg_projected'
model.matrix(object, ...)

## S3 method for class 'ivreg'
predict(
  object,
  newdata,
  type = c("response", "terms"),
  na.action = na.pass,
  se.fit = FALSE,
  interval = c("none", "confidence", "prediction"),
  df = Inf,
  level = 0.95,
  weights,
  ...
)

## S3 method for class 'ivreg'
print(x, digits = max(3, getOption("digits") - 3), ...)

## S3 method for class 'ivreg'
update(object, formula., ..., evaluate = TRUE)

## S3 method for class 'ivreg'
residuals(
  object,
  type = c("response", "projected", "regressors", "working", "deviance", "pearson",
    "partial", "stage1"),
  ...
)

## S3 method for class 'ivreg'
Effect(focal.predictors, mod, ...)

## S3 method for class 'ivreg'
formula(x, component = c("complete", "regressors", "instruments"), ...)

## S3 method for class 'ivreg'
find_formula(x, ...)

## S3 method for class 'ivreg'
alias(object, ...)

## S3 method for class 'ivreg'
qr(x, ...)

## S3 method for class 'ivreg'
weights(object, type = c("variance", "robustness"), ...)

Arguments

object, model, mod	An object of class "ivreg".
component	For terms, "regressors", "instruments", or "full"; for model.matrix, "projected", "regressors", or "instruments"; for formula, "regressors", "instruments", or "complete"; for coef and vcov, "stage2" or "stage1".
complete	If TRUE, the default, the returned coefficient vector (for coef) or coefficient-covariance matrix (for vcov) includes elements for aliased regressors.
...	arguments to pass down.
x	An object of class "ivreg".
newdata	Values of predictors for which to obtain predicted values; if missing predicted (i.e., fitted) values are computed for the data to which the model was fit.
type	For predict, one of "response" (the default) or "terms"; for residuals, one of "response" (the default), "projected", "regressors", "working", "deviance", "pearson", or "partial"; type = "working" and "response" are equivalent, as are type = "deviance" and "pearson"; for weights, "variance" (the default) for invariance-variance weights (which is NULL for an unweighted fit) or "robustness" for robustness weights (available for M or MM estimation).
na.action	na method to apply to predictor values for predictions; default is na.pass.
se.fit	Compute standard errors of predicted values (default FALSE).
interval	Type of interval to compute for predicted values: "none" (the default), "confidence" for confidence intervals for the expected response, or "prediction" for prediction intervals for future observations.
df	For predict, degrees of freedom for computing t-distribution confidence- or prediction-interval limits; the default, Inf, is equivalent to using the normal distribution; if NULL, df is taken from the residual degrees of freedom for the model. These tests are not to be confused with the regression diagnostics provided elsewhere in the ivreg package: see ivregDiagnostics.
level	for confidence or prediction intervals, default 0.95.
weights	Either a numeric vector or a one-sided formula to provide weights for prediction intervals when the fit is weighted. If weights and newdata are missing, the weights are those used for fitting the model.
digits	For printing.
formula.	To update model.
evaluate	If TRUE, the default, the updated model is evaluated; if FALSE the updated call is returned.
focal.predictors	Focal predictors for effect plot, see Effect.

See Also

ivreg, ivreg.fit, ivregDiagnostics

ivreg documentation built on April 3, 2025, 9:34 p.m.