Nothing
coeftest <- function(x, vcov. = NULL, df = NULL, ...)
{
UseMethod("coeftest")
}
coeftest.default <- function(x, vcov. = NULL, df = NULL, ..., save = FALSE)
{
## use S4 methods if loaded
coef0 <- if("stats4" %in% loadedNamespaces()) stats4::coef else coef
vcov0 <- if("stats4" %in% loadedNamespaces()) stats4::vcov else vcov
nobs0 <- if("stats4" %in% loadedNamespaces()) stats4::nobs else nobs
logl0 <- if("stats4" %in% loadedNamespaces()) stats4::logLik else logLik
## extract coefficients and standard errors
est <- coef0(x)
if(is.null(vcov.)) se <- vcov0(x) else {
if(is.function(vcov.)) se <- vcov.(x, ...)
else se <- vcov.
}
se <- sqrt(diag(se))
## match using names and compute t/z statistics
if(!is.null(names(est)) && !is.null(names(se))) {
if(length(unique(names(est))) == length(names(est)) && length(unique(names(se))) == length(names(se))) {
anames <- names(est)[names(est) %in% names(se)]
est <- est[anames]
se <- se[anames]
}
}
tval <- as.vector(est)/se
## apply central limit theorem
if(is.null(df)) {
df <- try(df.residual(x), silent = TRUE)
if(inherits(df, "try-error")) df <- NULL
}
if(is.null(df)) df <- 0
if(any(is.finite(df)) && all(df > 0)) {
pval <- 2 * pt(abs(tval), df = df, lower.tail = FALSE)
cnames <- c("Estimate", "Std. Error", "t value", "Pr(>|t|)")
mthd <- "t"
} else {
pval <- 2 * pnorm(abs(tval), lower.tail = FALSE)
cnames <- c("Estimate", "Std. Error", "z value", "Pr(>|z|)")
mthd <- "z"
}
rval <- cbind(est, se, tval, pval)
colnames(rval) <- cnames
class(rval) <- "coeftest"
attr(rval, "method") <- paste(mthd, "test of coefficients")
attr(rval, "df") <- df
## supplementary information for model summary
n <- try(nobs0(x), silent = TRUE)
attr(rval, "nobs") <- if(inherits(n, "try-error")) NULL else n
ll <- try(logl0(x), silent = TRUE)
attr(rval, "logLik") <- if(inherits(ll, "try-error")) NULL else ll
if(save) attr(rval, "object") <- x
return(rval)
}
coeftest.glm <- function(x, vcov. = NULL, df = Inf, ...)
coeftest.default(x, vcov. = vcov., df = df, ...)
coeftest.mlm <- function(x, vcov. = NULL, df = NULL, ...)
{
## obtain vcov
v <- if(is.null(vcov.)) vcov(x) else if(is.function(vcov.)) vcov.(x) else vcov.
## nasty hack: replace coefficients so that their names match the vcov() method
x$coefficients <- structure(as.vector(x$coefficients), .Names = colnames(vcov(x)))
## call default method
coeftest.default(x, vcov. = v, df = df, ...)
}
coeftest.survreg <- function(x, vcov. = NULL, df = Inf, ...)
{
if(is.null(vcov.)) v <- vcov(x) else {
if(is.function(vcov.)) v <- vcov.(x)
else v <- vcov.
}
if(length(x$coefficients) < NROW(x$var)) {
x$coefficients <- c(x$coefficients, "Log(scale)" = log(x$scale))
}
coeftest.default(x, vcov. = v, df = df, ...)
}
coeftest.breakpointsfull <- function(x, vcov. = NULL, df = NULL, ..., save = FALSE)
{
est <- coef(x, ...)
if(is.null(df)) {
df <- df.residual(x, ...)
df <- as.vector(rep(df, rep(NCOL(est), length(df))))
}
rnames <- as.vector(t(outer(rownames(est), colnames(est), paste)))
est <- as.vector(t(est))
se <- vcov(x, vcov. = vcov., ...)
se <- as.vector(sapply(seq_along(se), function(x) sqrt(diag(se[[x]]))))
tval <- est/se
if(any(is.finite(df)) && all(df > 0)) {
pval <- 2 * pt(abs(tval), df = df, lower.tail = FALSE)
cnames <- c("Estimate", "Std. Error", "t value", "Pr(>|t|)")
mthd <- "t"
} else {
pval <- 2 * pnorm(abs(tval), lower.tail = FALSE)
cnames <- c("Estimate", "Std. Error", "z value", "Pr(>|z|)")
mthd <- "z"
}
rval <- cbind(est, se, tval, pval)
colnames(rval) <- cnames
rownames(rval) <- rnames
class(rval) <- "coeftest"
attr(rval, "method") <- paste(mthd, "test of coefficients")
## dQuote(class(x)[1]), "object", sQuote(deparse(substitute(x))))
## supplementary information for model summary
attr(rval, "df") <- df
attr(rval, "nobs") <- x$nobs
attr(rval, "logLik") <- logLik(x, ...)
if(save) attr(rval, "object") <- x
return(rval)
}
print.coeftest <- function(x, ...)
{
mthd <- attr(x, "method")
if(is.null(mthd)) mthd <- "Test of coefficients"
cat(paste("\n", mthd,":\n\n", sep = ""))
printCoefmat(x, ...)
cat("\n")
invisible(x)
}
coef.coeftest <- function(object, ...) {
object[, 1L, drop = TRUE]
}
df.residual.coeftest <- function(object, ...) {
df <- attr(object, "df")
if(df > 0) df else NULL
}
nobs.coeftest <- function(object, ...) {
nobs <- attr(object, "nobs")
if(nobs >= 0) nobs else NULL
}
logLik.coeftest <- function(object, ...) {
attr(object, "logLik")
}
confint.coeftest <- function(object, parm = NULL, level = 0.95, ...)
{
## get estimates
est <- object[, 1L]
se <- object[, 2L]
## process level
a <- (1 - level)/2
a <- c(a, 1 - a)
## get quantile from central limit theorem
df <- attr(object, "df")
if(is.null(df)) df <- 0
fac <- if(any(is.finite(df)) && all(df > 0)) qt(a, df = df) else qnorm(a)
## set up confidence intervals
ci <- cbind(est + fac[1] * se, est + fac[2] * se)
colnames(ci) <- paste(format(100 * a, trim = TRUE, scientific = FALSE, digits = 3L), "%")
## process parm
if(is.null(parm)) parm <- seq_along(est)
if(is.character(parm)) parm <- which(names(est) %in% parm)
ci <- ci[parm, , drop = FALSE]
return(ci)
}
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