summary.surerob: Summary of surerob estimation

In robustsur: Robust Estimation for Seemingly Unrelated Regression Models

Description

These functions create and print summary results of the estimated equation system.

Usage

## S3 method for class 'surerob'
summary(object, residCov=TRUE, equations=TRUE, ...)
## S3 method for class 'summary.surerob'
print(x, digits=max(3, getOption("digits")-1),
   residCov=x$printResidCov, equations=x$printEquations, ...)

Arguments

object	an object of class surerob.
x	an object of class summary.surerob.
residCov	logical. If TRUE, the residual correlation matrix, the residual covariance matrix, and its determinant are printed.
equations	logical. If TRUE, summary results of each equation are printed. If FALSE, just the coefficients are printed.
digits	number of digits to print.
...	not yet used.

Value

Applying summary on an object of class surerob returns a list of class summary.surerob. An object of class summary.surerob contains all results that belong to the whole system. This list contains one special object: eq. This is a list and contains objects of class summary.lmrob. These objects contain the results that belong to each of the estimated equations.

The objects of classes summary.surerob have the following components

method	estimation method.
residuals	residuals.
residCovEst	residual covariance matrix used for estimation.
residCov	estimated residual covariance matrix.
residCor	correlation matrix of the residuals.
detResidCov	determinant of residCov.
rweights	matrix of robust weights.
eq	a list containing the summary from function summary.lmrob and ssr: residual sum of squares, eqnNo: equation number and eqnLabel: equation label.
df	degrees of freedom, a 2-vector, where the first element is the number of coefficients and the second element is the number of observations minus the number of coefficients.
coefficients	a matrix with columns for the estimated coefficients, their standard errors, t-statistic and corresponding (two-sided) p-values.
ssr_weighted	weighted residual sum of squares.
r.squared	R^2 value.
adj.r.squared	adjusted R^2 value.
coefCov	estimated covariance matrix of the coefficients.
printResidCov	argument residCov.
printEquations	argument equations.
control	list of control parameters used for the estimation.
call	the matched call of surerob.

Author(s)

Claudio Agostinelli and Giovanni Saraceno

References

Giovanni Saraceno, Fatemah Alqallaf and Claudio Agostinelli (2021?) A Robust Seemingly Unrelated Regressions For Row-Wise And Cell-Wise Contamination, submitted

See Also

surerob

Examples

  library(systemfit)
  data("Kmenta")
  eqDemand <- consump~price+income
  eqSupply <- consump~price+farmPrice+trend
  system <- list(demand=eqDemand, supply=eqSupply)
     
  ## Robust estimation
  fitrob <- surerob(system, data=Kmenta)
  summary(fitrob)  

robustsur documentation built on Oct. 4, 2021, 9:07 a.m.