summary_rob: Summarize regression objects

In gragusa/ase: Collection of useful functions for "Applied Statistics and Econometrics"

Description

summary_rob produces result summaries of the results of various model fitting functions using as default heteroskedastic robust standard errors.

Usage

summary_rob(object, ...)

## S3 method for class 'lm'
summary_rob(object, alpha = 0.05, type = c("HC1", "const",
  "HC", "HC0", "HC2", "HC3", "HC4", "HC4m", "HC5"), omit_factor = NULL)

## S3 method for class 'glm'
summary_rob(object, alpha = 0.05, type = c("HC1", "const",
  "HC", "HC0", "HC2", "HC3", "HC4", "HC4m", "HC5"))

## S3 method for class 'plm'
summary_rob(object, alpha = 0.05, cluster = FALSE,
  type = c("HC1", "const", "HC", "HC0", "HC2", "HC3", "HC4", "HC4m", "HC5"))

Arguments

object	an object for which a summary is desired.
alpha	significance level for the Wald test.
type	the type of heteroskedastic robust variance estimator.
omit_factor	whether to omit factor in output.
cluster	for the plm method cluster standard errors at the individual level.

Value

A summary_rob object.

Author(s)

Giuseppe Ragusa

gragusa/ase documentation built on May 17, 2019, 8:18 a.m.