summary.censReg: Summarizing Linear Model Fits

In USGS-R/smwrQW: Tools for censored data analysis

Summarizing Linear Model Fits

Description

Summarizes the output from a censored regression object: method for "censReg" object.

Usage

## S3 method for class 'censReg'
summary(object, correlation = FALSE, ...)

Arguments

object	an object of class "censReg"—output from censReg.
correlation	include the correlation matrix of the estimated parameters?
...	further arguments passed to or from other methods.

Value

An object of class "summary.censReg" containing the object, the pseudo R-squared, variance inflation factors, a table of diagnostic statistics, critical values for selected diagnostic statistics, an indication of which observations exceed any of the selected diagnostic statistics, and optionally the parameter correlation matrix.

Note

The pseudo R-squared is computed using the McKelvey-Zavoina (1975) method, which tries to describe the proportion of variance explained by the fit and tries to capture the square of the correlation between the fitted and actual values. For uncensored data, it is equal to the usual R-squared for ordinary least squares.

References

McKelvey, R.D., and Zavoina, W., 1975, A statistical model for the analysis of ordinal dependent variables: The Journal of Mathematical Sociology, v. 4, no. 1, p. 103–120.

See Also

censReg

USGS-R/smwrQW documentation built on Oct. 11, 2022, 6:13 a.m.