Description Usage Arguments Value References See Also Examples
Summary method for class "slm
".
1 2 3 |
object |
an object of class " |
correlation |
logical. If |
symbolic.cor |
logical. If |
... |
further arguments passed to or from other methods. |
The function summary.slm
computes and returns a list of summary statistics of the fitted linear model
given in object
, using the components (list elements) "call
" and "terms
" from its argument, plus:
residuals |
the residuals, that is response minus fitted values. |
coefficients |
a p*4 matrix with columns for the estimated coefficient, its standard error, z-statistic and corresponding (two-sided) p-value. Aliased coefficients are omitted. |
aliased |
named logical vector showing if the original coefficients are aliased. |
sigma |
the square root of the estimated variance of the error process. |
df |
degrees of freedom, a 3-vector (p, n-p, p*), the first being the number of non-aliased coefficients, the last being the total number of coefficients. |
chi2statistic |
a 2-vector with the value of the chi2-statistic with its degree of freedom. |
r.squared |
R^2, the 'fraction of variance explained by the model'. |
cov.unscaled |
the matrix (X^{t} X)^{-1}. |
correlation |
the correlation matrix corresponding to the above |
symbolic.cor |
(only if |
E. Caron, J. Dedecker and B. Michel (2019). Linear regression with stationary errors: the R package slm. arXiv preprint arXiv:1906.06583. https://arxiv.org/abs/1906.06583.
The model fitting function slm
, summary
.
The function coef
extracts the matrix of coefficients with standard errors, z-statistics and p-values.
1 2 3 4 5 6 7 8 9 10 11 | data("shan")
reg1 = slm(shan$PM_Xuhui ~ . , data = shan, method_cov_st = "fitAR", model_selec = -1)
summary(reg1)
data("co2")
y = as.vector(co2)
x = as.vector(time(co2)) - 1958
reg2 = slm(y ~ x + I(x^2) + I(x^3) + sin(2*pi*x) + cos(2*pi*x) + sin(4*pi*x) +
cos(4*pi*x) + sin(6*pi*x) + cos(6*pi*x) + sin(8*pi*x) + cos(8*pi*x),
method_cov_st = "fitAR", model_selec = -1)
summary(reg2)
|
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