contts: Function for extracting components from a lm object

In pdR: Threshold Model and Unit Root Tests in Cross-Section and Time Series Data

Function for extracting components from a lm object

Description

Extract the standard error and t-stat of the a-th parameter estimate of a lm object

Usage

contts(lm, a)

Arguments

lm	lm object
a	The a-th parameter estimate of a linear model regression

Value

se.coef	The standard error of the selected coefficient
t.stat	The t-stat of the selected coefficient

Author(s)

Ho Tsung-wu <[e-mail]>, modifed from Javier Lopez-de-Lacalle.

References

Javier Lopez-de-Lacalle in https://github.com/cran/uroot/blob/master/R/hegy.R

Examples

x=rnorm(100)
y=1+0.2*x+rnorm(100)
LMout=lm(y~x)
contts(LMout,1)

#$se.coef
#[1] 0.1081023

#$t.stat
#(Intercept) 
#   10.60401 

pdR documentation built on Sept. 11, 2024, 9:08 p.m.