estimatr_glancers: Glance at an estimatr object

Description Usage Arguments Value See Also

Description

Glance at an estimatr object

Usage

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## S3 method for class 'lm_robust'
glance(x, ...)

## S3 method for class 'lh_robust'
glance(x, ...)

## S3 method for class 'iv_robust'
glance(x, ...)

## S3 method for class 'difference_in_means'
glance(x, ...)

## S3 method for class 'horvitz_thompson'
glance(x, ...)

Arguments

x

An object returned by one of the estimators

...

extra arguments (not used)

Value

For glance.lm_robust, a data.frame with columns:

r.squared

the R^2,

R^2 = 1 - Sum(e[i]^2) / Sum((y[i] - y^*)^2),

where y^* is the mean of y[i] if there is an intercept and zero otherwise, and e[i] is the ith residual.

adj.r.squared

the R^2 but penalized for having more parameters, rank

se_type

the standard error type specified by the user

statistic

the value of the F-statistic

p.value

p-value from the F test

df.residual

residual degrees of freedom

N

the number of observations used

For glance.lh_robust, we glance the lm_robust component only. You can access the linear hypotheses as a data.frame directy from the lh component of the lh_robust object

For glance.iv_robust, a data.frame with columns:

r.squared

The R^2 of the second stage regression

adj.r.squared

The R^2 but penalized for having more parameters, rank

df.residual

residual degrees of freedom

N

the number of observations used

se_type

the standard error type specified by the user

statistic

the value of the F-statistic

p.value

p-value from the F test

statistic.weakinst

the value of the first stage F-statistic, useful for the weak instruments test; only reported if there is only one endogenous variable

p.value.weakinst

p-value from the first-stage F test, a test of weak instruments; only reported if there is only one endogenous variable

statistic.endogeneity

the value of the F-statistic for the test of endogeneity; often called the Wu-Hausman statistic, with robust standard errors, we employ the regression based test

p.value.endogeneity

p-value from the F-test for endogeneity

statistic.overid

the value of the chi-squared statistic for the test of instrument correlation with the error term; only reported with overidentification

p.value.overid

p-value from the chi-squared test; only reported with overidentification

For glance.difference_in_means, a data.frame with columns:

design

the design used, and therefore the estimator used

df

the degrees of freedom

N

the number of observations used

N_blocks

the number of blocks, if used

N_clusters

the number of clusters, if used

condition2

the second, "treatment", condition

condition1

the first, "control", condition

For glance.horvitz_thompson, a data.frame with columns:

N

the number of observations used

se_type

the type of standard error estimator used

condition2

the second, "treatment", condition

condition1

the first, "control", condition

See Also

generics::glance(), estimatr::lm_robust(), estimatr::lm_lin(), estimatr::iv_robust(), estimatr::difference_in_means(), estimatr::horvitz_thompson()


graemeblair/DDestimate documentation built on Feb. 9, 2020, 3:37 a.m.