Description Usage Arguments Value Author(s) See Also Examples
View source: R/summary.panelAR.R
summary
method for class "panelAR"
.
1 2 3 4 5 6 
object 
an object of class 
x 
an object of class 
digits 
integer. the number of significant digits to use when printing. 
signif.stars 
logical. If 
... 
further arguments passed to or from other methods. 
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,Nk,k^*), where k is the rank of the model matrix, Nk gives the residual degrees of freedom, and k^* is the number of total coefficients. 
rho 
autocorrelation parameters. Scalar if 
Sigma 
N_p \times N_p matrix of estimated panel covariances. 
r2 
R^2 based on quasidifferenced data from the PraisWinsten regression. Set to 
wald 
results of Wald test. 
vcov 
estimated variancecovariance matrix of coefficients. 
na.action 
information passed on from 
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. 
Konstantin Kashin [email protected]
The function panelAR
. Function coef
will extract the table of coefficients, standard errors, tstatistics, and pvalues.
1 2 3 4 5 6 7 8 9 10 11  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

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