ivregMethods: Methods for '"ivreg"' Objects

In IvershinAnastasiia/for_R_package: Instrumental-Variables Regression by 2SLS, 2SM, or 2SMM, with Diagnostics

Description

Various methods for processing "ivreg" objects; for diagnostic methods, see ivregDiagnostics.

Usage

## S3 method for class 'ivreg'
coef(object, component = c("stage2", "stage1"), complete = TRUE, ...)

## S3 method for class 'ivreg'
vcov(object, component = c("stage2", "stage1"), complete = TRUE, ...)

## S3 method for class 'ivreg'
confint(
  object,
  parm,
  level = 0.95,
  component = c("stage2", "stage1"),
  complete = TRUE,
  vcov. = NULL,
  df = NULL,
  ...
)

## S3 method for class 'ivreg'
bread(x, ...)

## S3 method for class 'ivreg'
estfun(x, ...)

## S3 method for class 'ivreg'
vcovHC(x, ...)

## S3 method for class 'ivreg'
terms(x, component = c("regressors", "instruments", "full"), ...)

## S3 method for class 'ivreg'
model.matrix(
  object,
  component = c("regressors", "projected", "instruments"),
  ...
)

## S3 method for class 'ivreg_projected'
model.matrix(object, ...)

## S3 method for class 'ivreg'
predict(
  object,
  newdata,
  type = c("response", "terms"),
  na.action = na.pass,
  ...
)

## S3 method for class 'ivreg'
print(x, digits = max(3, getOption("digits") - 3), ...)

## S3 method for class 'ivreg'
summary(object, vcov. = NULL, df = NULL, diagnostics = TRUE, ...)

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

## S3 method for class 'ivreg'
anova(object, object2, test = "F", vcov. = NULL, ...)

## S3 method for class 'ivreg'
update(object, formula., ..., evaluate = TRUE)

## S3 method for class 'ivreg'
residuals(
  object,
  type = c("response", "projected", "regressors", "working", "deviance", "pearson",
    "partial", "stage1"),
  ...
)

## S3 method for class 'ivreg'
Effect(focal.predictors, mod, ...)

## S3 method for class 'ivreg'
formula(x, component = c("complete", "regressors", "instruments"), ...)

## S3 method for class 'ivreg'
find_formula(x, ...)

## S3 method for class 'ivreg'
Anova(mod, test.statistic = c("F", "Chisq"), ...)

## S3 method for class 'ivreg'
linearHypothesis(
  model,
  hypothesis.matrix,
  rhs = NULL,
  test = c("F", "Chisq"),
  ...
)

## S3 method for class 'ivreg'
alias(object, ...)

## S3 method for class 'ivreg'
qr(x, ...)

## S3 method for class 'ivreg'
weights(object, type = c("variance", "robustness"), ...)

Arguments

object, object2, model, mod	An object of class "ivreg".
component	For terms, "regressors", "instruments", or "full"; for model.matrix, "projected", "regressors", or "instruments"; for formula, "regressors", "instruments", or "complete"; for coef and vcov, "stage2" or "stage1".
complete	If TRUE, the default, the returned coefficient vector (for coef()) or coefficient-coevariance matrix (for vcov) includes elements for aliased regressors.
...	arguments to pass down.
vcov.	Optional coefficient covariance matrix, or a function to compute the covariance matrix, to use in computing the model summary.
df	Optional residual degrees of freedom to use in computing model summary.
x	An object of class "ivreg" or "summary.ivreg".
newdata	Values of predictors for which to obtain predicted values.
type	For predict, one of "response" (the default) or "terms"; for residuals, one of "response" (the default), "projected", "regressors", "working", "deviance", "pearson", or "partial"; type = "working" and "response" are equivalent, as are type = "deviance" and "pearson"; for weights, "variance" (the default) for invariance-variance weights (which is NULL for an unweighted fit) or "robustness" for robustness weights (available for M or MM estimation).
na.action	na method to apply to predictor values for predictions; default is na.pass.
digits	For printing.
diagnostics	Report 2SLS "diagnostic" tests in model summary (default is TRUE). These tests are not to be confused with the regression diagnostics provided elsewhere in the ivreg package: see ivregDiagnostics.
signif.stars	Show "significance stars" in summary output.
test, test.statistic	Test statistics for ANOVA table computed by anova(), Anova(), or linearHypothesis(). Only test = "F" is supported by anova(); this is also the default for Anova() and linearHypothesis(), which also allow test = "Chisq" for asymptotic tests.
formula.	To update model.
evaluate	If TRUE, the default, the updated model is evaluated; if FALSE the updated call is returned.
focal.predictors	Focal predictors for effect plot, see Effect.
hypothesis.matrix, rhs	For formulating a linear hypothesis; see the documentation for linearHypothesis for details.

See Also

ivreg, ivreg.fit, ivregDiagnostics

IvershinAnastasiia/for_R_package documentation built on March 7, 2021, 12:12 a.m.