View source: R/summary.estimate.R
| summary.estimate | R Documentation |
Computes hypothesis tests, contrasts, and small-sample corrections for
an estimate object. The arguments null, contrast, type, and
var.adj were previously available on estimate.default() and have
been moved here.
## S3 method for class 'estimate'
summary(
object,
contrast,
...,
null = 0,
level = 0.95,
type,
var.adj = 0.25,
df,
transform = NULL,
print = NULL
)
object |
an |
contrast |
(optional) contrast matrix for the final Wald test. When
supplied together with |
... |
additional arguments passed to contr. |
null |
(optional) null hypothesis to test (default 0). |
level |
level of confidence limits (default 0.95) |
type |
type of small-sample correction. Requires the estimate to have
been computed with |
var.adj |
variance adjustment parameter for small-sample correction.
Requires the estimate to have been computed with |
df |
degrees of freedom for t-based inference (default: |
transform |
(optional) function applied to the point estimates and
confidence interval bounds after inference is performed on the original
scale. Useful for variance-stabilizing transformations, e.g., compute CIs
on the |
print |
(optional) custom print function for the resulting
|
types of small-sample corrections:
"robust" (default): no correction.
"df": applies n/(n-p) correction (Mancl & DeRouen, 2001).
"mbn": Morel-Bokossa-Neerchal (2003) correction.
"hc3": leverage-adjusted HC3-type correction (blended with var.adj).
"hc4": Cribari-Neto (2004) leverage-adjusted correction.
The var.adj parameter controls the blending parameter for the
HC3 leverage adjustment, by controls the weight between
observation-level empirical leverage and the average leverage p/n.
estimate.default()
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