Nothing
summary.liu <- function(object,...) {
res <- vector("list")
res$call <- object$call
res$d <- object$d
y <- object$y
n <- nrow(object$xs)
lcoef <- object$coef
vcov <- vcov(object)
ym <- mean(object$mf[,1])
SE <- lapply(vcov, function(x) {
sqrt(diag(x))
})
SE <- do.call(cbind, SE)
rownames(SE) <- rownames(lcoef)
colnames(SE) <- colnames(lcoef)
tstats <- lcoef / SE
pvalue <- 2 * (1 - pnorm(abs(tstats)))
summaries <- vector("list", length(res$d))
coefs <- rbind(coef(object))
# resid <- resid(object)
# SSER <- apply(resid, 2, function(x) {
# sum(x ^ 2)
# })
# SSTR <- t(y) %*% y
# R2l <- lapply(SSER, function(x) {
# 1 - x / SSTR
# })
#seb0 <- 1 / n * var(y) + 1 / n * colSums(lcoef ^ 2)
b0 <- ym - colSums((lcoef * object$xm))
seb0<-numeric(length(res$d))
pint<-numeric(length(res$d))
for (i in seq(length(res$d))) {
seb0[i]<-sqrt(var(y)/n+ (object$xm^2)%*%diag(vcov(object)[[i]]))
pint[i]<-as.numeric(b0[i]/seb0[i])
summary <- vector("list")
if (object$Inter) {
summary$coefficients <-
cbind(coefs[i,], c(b0[i], lcoef[,i]), c(seb0[i], SE[,i]),
c(pint[i], tstats[,i]), c(2*(1-pnorm(abs(pint[i]))), pvalue[,i]))
colnames(summary$coefficients) <-
c("Estimate", "Estimate (Sc)", "StdErr (Sc)",
"t-val (Sc)", "Pr(>|t|)")
#summary$stats <- cbind(R2l[i], lstats(object)$adjR2l,lstats(object)$Fv[i],
# infoliu(object)[i,1], infoliu(object)[i,2])
#colnames(summary$stats)<-c("R2","adj-R2","F","AIC", "BIC")
#summary$lmse<-lstats(object)$mse
} else {
summary$coefficients <-
cbind(coefs[i,-1], lcoef[,i], SE[,i], tstats[,i], pvalue[,i])
colnames(summary$coefficients) <-
c("Estimate", "Estimate (Sc)", "StdErr (Sc)",
"t-val (Sc)", "Pr(>|t|)")
}
summary$stats <- cbind(lstats(object)$R2[i], lstats(object)$adjR2[i], lstats(object)$Fv[i],
infoliu(object)[i,1], infoliu(object)[i,2], lstats(object)$mse[i])
colnames(summary$stats)<-c("R2","adj-R2","F","AIC", "BIC", "MSE")
rownames(summary$stats)<-paste("d=", object$d[i], sep="")
summary$d <- object$d[i]
summaries[[i]] <- summary
names(summaries)[[i]] <- paste("summary", i, sep = "")
rm(summary)
}
res$summaries <- summaries
class(res) <- "summary.liu"
res
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.