estimatr_glancers: Glance at an estimatr object

In graemeblair/DDestimate: Fast Estimators for Design-Based Inference

Glance at an estimatr object

Description

Glance at an estimatr object

Usage

## 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
nobs	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
nobs	the number of observations used
nblocks	the number of blocks, if used
nclusters	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:

nobs	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(), lm_robust(), lm_lin(), iv_robust(), difference_in_means(), horvitz_thompson()

graemeblair/DDestimate documentation built on Feb. 10, 2025, 1:39 p.m.