summary.panelAR: Summary method for fitted objects of class '"panelAR"'

Description Usage Arguments Value Author(s) See Also Examples

View source: R/summary.panelAR.R

Description

summary method for class "panelAR".

Usage

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## S3 method for class 'panelAR'
summary(object, ...)

## S3 method for class 'summary.panelAR'
print(x,digits = max(3, getOption("digits") - 3), 
    signif.stars = getOption("show.signif.stars"),...)

Arguments

object

an object of class "panelAR".

x

an object of class "summary.panelAR".

digits

integer. the number of significant digits to use when printing.

signif.stars

logical. If TRUE, ‘significance stars’ are printed for each coefficient.

...

further arguments passed to or from other methods.

Value

The function summary.panelAR returns a list of summary statistics from the fitted model in object. The list contains the following components:

call

the matched call.

terms

the terms object used.

coefficients

the named vector of coefficients.

residuals

the residuals.

aliased

named logical vector designating if original coefficients are aliased.

df

vector of the form (k,N-k,k^*), where k is the rank of the model matrix, N-k gives the residual degrees of freedom, and k^* is the number of total coefficients.

rho

autocorrelation parameters. Scalar if "ar1" option was used, vector of length N_p (number of panels) if "psar1" option was used, and NULL if "none" option was used.

Sigma

N_p \times N_p matrix of estimated panel covariances.

r2

R^2 based on quasi-differenced data from the Prais-Winsten regression. Set to NULL if PWLS or Parks-Kmenta procedures are used.

wald

results of Wald test.

vcov

estimated variance-covariance matrix of coefficients.

na.action

information passed on from obj about the handling of NAs.

panelStructure

a list of several objects which contain information on the panel structure of the data. See details below.

Contents of panelStructure:

N

number of observations.

N.panel

number of panels.

N.time

number of times.

balanced

logical indicating whether panels are balanced.

N.min

minimum number of observations per panel.

N.max

maximum number of observations per panel.

N.avg

average number of observations per panel.

N.per.panel

named vector giving number of observations per panel.

Author(s)

Konstantin Kashin [email protected]

See Also

The function panelAR. Function coef will extract the table of coefficients, standard errors, t-statistics, and p-values.

Examples

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data(WhittenWilliams)
# expect warning urging to use 'complete.case=FALSE'
out <- panelAR(milex_gdp~lag_milex_gdp+GOV_rl+gthreat+GOV_min+GOV_npty+election_yr+
lag_real_GDP_gr+cinclag+lag_alliance+lag_cinc_ratio+lag_us_change_milex_gdp, 
data=WhittenWilliams, panelVar="ccode", timeVar="year", autoCorr="psar1", 
panelCorrMethod="pcse", complete.case=TRUE)

summary(out)
summary(out)$rho # psar1 coefficients
summary(out)$Sigma # panel covariances
summary(out)$wald # results of Wald test

panelAR documentation built on May 1, 2019, 8:19 p.m.