RegToDT: Output Regression Results to data.table

In laszlo-jakab/laszlor: Various Utilities I Use

Description

Output Regression Results to data.table

Usage

RegToDT(reg.model, digits = 3, print.tstat = FALSE, sig.levels = c(0.01,
  0.05, 0.1), sig.symbols = c("***", "**", "*"))

Arguments

reg.model	Regression model, e.g. an lm object.
digits	Number of digits to round coefficients, standard errors.
print.tstat	Should t-stats be displayed instead of standard errors?
sig.levels	Significance levels based on which stars should be assigned, if any.
sig.symbols	Significance symbols to assign. Should be in descending order of significance.

Value

A data.table of regression coefficients, standard errors (or t-stats), R-squared, number of observations. Standard errors (or t-stats) are labelled starting with "_SE_". If available (e.g. for an felm object), the R-squared of the projected model is displayed. If a 2SLS model is estimated via felm, the F-statistic of the first stage is displayed instead of R-squareds.

Examples

reg.results <- lm(mpg ~ disp + hp, mtcars)
RegToDT(reg.results)

laszlo-jakab/laszlor documentation built on May 31, 2019, 2:25 p.m.