.adj.r.squared <-
function(object.name) {
model.name <- .get.model.name(object.name)
if (!(model.name %in% c("arima","fGARCH","Arima","coeftest","maBina", "lmer", "glmer", "nlmer", "Gls"))) {
if (model.name %in% c("heckit")) {
return(.summary.object$rSquared$R2adj)
}
if (model.name %in% c("felm")) {
return(.summary.object$r2adj)
}
if (!is.null(suppressMessages(.summary.object$adj.r.squared))) {
return(as.vector(suppressMessages(.summary.object$adj.r.squared)))
}
else if (model.name %in% c("normal.gam", "logit.gam", "probit.gam", "poisson.gam", "gam()")) {
return(as.vector(.summary.object$r.sq))
}
else if (model.name %in% c("plm")) {
return(as.vector(.summary.object$r.squared["adjrsq"]))
}
else if (model.name %in% c("ols")) {
n <- nobs(object.name)
p <- length(object.name$coefficients[names(object.name$coefficients)!="Intercept"])
r2 <- object.name$stats["R2"]
adj.r2 <- 1-(1-r2)*((n-1) / (n-p-1))
return(as.vector(adj.r2))
}
}
return(NA)
}
.F.stat <-
function(object.name) {
F.stat.output <- as.vector(rep(NA,times=4))
model.name <- .get.model.name(object.name)
if (!(model.name %in% c("arima","fGARCH", "Arima", "maBina","coeftest", "lmer", "glmer", "nlmer", "Gls"))) {
if (model.name %in% c("plm")) {
F.stat.value <- .summary.object$fstatistic$statistic
df.numerator <- .summary.object$fstatistic$parameter["df1"]
df.denominator <- .summary.object$fstatistic$parameter["df2"]
F.stat.p.value <- .summary.object$fstatistic$p.value
F.stat.output <- as.vector(c(F.stat.value, df.numerator, df.denominator, F.stat.p.value))
}
else if (!is.null(suppressMessages(.summary.object$fstatistic["value"]))) {
F.stat.value <- .summary.object$fstatistic["value"]
df.numerator <- .summary.object$fstatistic["numdf"]
df.denominator <- .summary.object$fstatistic["dendf"]
F.stat.p.value <- pf(F.stat.value, df.numerator, df.denominator, lower.tail=FALSE)
F.stat.output <- as.vector(c(F.stat.value, df.numerator, df.denominator, F.stat.p.value))
}
}
names(F.stat.output) <- c("statistic","df1","df2","p-value")
return(cbind(F.stat.output))
}
.gcv.UBRE <-
function(object.name) {
model.name <- .get.model.name(object.name)
if (!(model.name %in% c("arima","fGARCH", "Arima", "maBina", "coeftest", "lmer", "Gls", "glmer", "nlmer"))) {
if (!is.null(object.name$gcv.ubre)) {
return(as.vector(object.name$gcv.ubre))
}
}
return(NA)
}
.wald.stat <-
function(object.name) {
wald.output <- as.vector(rep(NA,times=3))
model.name <- .get.model.name(object.name)
if (!(model.name %in% c("arima","fGARCH","Arima","maBina","coeftest", "Gls", "ivreg","lmer","glmer","nlmer"))) {
if (!is.null(.summary.object$waldtest)) {
wald.value <- suppressMessages(.summary.object$waldtest[1])
df.value <- suppressMessages(.summary.object$waldtest[2])
wald.p.value <- suppressMessages(.summary.object$waldtest[3])
wald.output <- as.vector(c(wald.value, df.value, wald.p.value))
}
else if (model.name %in% c("tobit(AER)")) {
wald.value <- .summary.object$wald
df.value <- .summary.object$df - .summary.object$idf
wald.p.value <- pchisq(wald.value, df.value, lower.tail=FALSE)
wald.output <- as.vector(c(wald.value, df.value, wald.p.value))
}
else if (model.name %in% c("lagsarlm", "errorsarlm")) {
wald.value <- as.vector(.summary.object$Wald1$statistic)
df.value <- as.vector(.summary.object$Wald1$parameter)
wald.p.value <- as.vector(.summary.object$Wald1$p.value)
wald.output <- as.vector(c(wald.value, df.value, wald.p.value))
}
}
names(wald.output) <- c("statistic","df1","p-value")
return(cbind(wald.output))
}
.get.coefficients.1 <-
function(object.name, user.given=NULL, model.num=1, .summary.object) {
if (!is.null(user.given)) {
if (.model.identify(object.name) == "multinom") {
if (!is.null(nrow(user.given))) { user.given <- as.vector(user.given[model.num,]) }
}
return(user.given)
}
model.name <- .get.model.name(object.name)
if (model.name %in% c("ls", "normal", "logit", "probit", "relogit", "poisson", "negbin", "normal.survey", "poisson.survey", "probit.survey", "logit.survey", "gamma", "gamma.survey",
"cloglog.net", "gamma.net", "logit.net", "probit.net", "brglm", "glm()", "Glm()", "svyglm()", "plm", "pgmm", "ivreg", "lmrob", "glmrob", "dynlm", "gmm", "mclogit")) {
return(.summary.object$coefficients[,"Estimate"])
}
if (model.name %in% c("Arima")) {
return(object.name$coef)
}
if (model.name %in% c("censReg")) {
return(.summary.object$estimate[,1])
}
if (model.name %in% c("mnlogit")) {
return(.summary.object$CoefTable[,1])
}
if (model.name %in% c("fGARCH")) {
return(object.name@fit$matcoef[,1])
}
if (model.name %in% c("lme","nlme")) {
return(.summary.object$tTable[,1])
}
if (model.name %in% c("maBina")) {
return(as.vector(object.name$out[,1]))
}
if (model.name %in% c("mlogit")) {
return(as.vector(.summary.object$CoefTable[,1]))
}
if (model.name %in% c("coeftest")) {
return(as.vector(object.name[,1]))
}
if (model.name %in% c("selection", "heckit")) {
if (!gbl$sel.equation) {
indices <- .summary.object$param$index$betaO ### outcome equation
}
else {
indices <- .summary.object$param$index$betaS ### selection equation
}
return(as.vector(.summary.object$estimate[indices,1]))
}
if (model.name %in% c("probit.ss", "binaryChoice")) {
return(as.vector(.summary.object$estimate[,1]))
}
if (model.name %in% c("hetglm")) {
return(as.vector(.summary.object$coefficients$mean[,1]))
}
if (model.name %in% c("lmer","glmer","nlmer")) {
coefs <- .summary.object$coefficients[,1]
return(coefs)
}
if (model.name %in% c("ergm")) {
return(.summary.object$coefs[,1])
}
if (model.name %in% c("lagsarlm", "errorsarlm")) {
return(.summary.object$Coef[,1])
}
if (model.name %in% c("rq","felm")) {
return(.summary.object$coefficients[,1])
}
if (model.name %in% c("clm")) {
if (fmt$ordered.intercepts == FALSE) {
return(.summary.object$coefficients[(length(object.name$alpha)+1):(length(object.name$coefficients)),1])
}
else {
return(.summary.object$coefficients[,1])
}
}
else if (model.name %in% c("pmg")) {
return(.summary.object$coefficients)
}
else if (model.name %in% c("zeroinfl", "hurdle")) {
if (gbl$zero.component==FALSE) {
return(.summary.object$coefficients$count[,"Estimate"])
}
else {
return(.summary.object$coefficients$zero[,"Estimate"])
}
}
else if (model.name %in% c("normal.gee", "logit.gee", "probit.gee", "poisson.gee", "gamma.gee", "gee()")) {
return(.summary.object$coefficients[,"Estimate"])
}
else if (model.name %in% c("normal.gam", "logit.gam", "probit.gam", "poisson.gam", "gam()")) {
return(.summary.object$p.coeff)
}
else if (model.name %in% c("coxph", "clogit")) {
return(.summary.object$coef[,"coef"])
}
else if (model.name %in% c("exp","lognorm","weibull","tobit","survreg()")) {
return(.summary.object$table[,"Value"])
}
else if (model.name %in% c("rlm")) {
return(suppressMessages(.summary.object$coefficients[,"Value"]))
}
else if (model.name %in% c("ologit", "oprobit", "polr()")) {
coef.temp <- suppressMessages(.summary.object$coefficients[,"Value"])
if (fmt$ordered.intercepts == FALSE) { return(coef.temp[seq(from=1, to=length(coef.temp)-(length(suppressMessages(.summary.object$lev))-1))]) }
else { return(coef.temp) }
}
else if (model.name %in% c("arima", "rem.dyad")) {
return( object.name$coef )
}
else if (model.name %in% c("tobit(AER)")){
return(.summary.object$coefficients[,"Estimate"])
}
else if (model.name %in% c("multinom")){
if (is.null(nrow(.summary.object$coefficients))) {
coef.temp <- .summary.object$coefficients
}
else {
coef.temp <- .summary.object$coefficients[model.num,]
}
return(coef.temp)
}
else if (model.name %in% c("betareg")){
return(.summary.object$coefficients$mean[,"Estimate"])
}
else if (model.name %in% c("gls")) {
coef.temp <- object.name$coefficients
return(coef.temp)
}
else if (model.name %in% c("weibreg", "coxreg", "phreg", "aftreg", "bj", "cph", "Gls", "lrm", "ols", "psm", "Rq")) {
return( object.name$coefficients )
}
else { return(NULL) }
}
.get.coefficients <-
function(object.name, user.given=NULL, model.num=1, .summary.object) {
out <- .get.coefficients.1(object.name, user.given, model.num, .summary.object)
coef.vars <- .coefficient.variables(object.name, .summary.object)
if (is.null(names(out))) {
if (length(out) < length(coef.vars)) {
out.temp <- rep(NA, times=length(coef.vars)-length(out))
out <- c(out, out.temp)
}
else if (length(out) > length(coef.vars)) {
out <- out[1:length(coef.vars)]
}
names(out) <- coef.vars
}
else {
out.temp <- rep(NA, times = length(coef.vars))
names(out.temp) <- coef.vars
for (i in 1:length(out)) {
name <- names(out)[i]
if (name %in% coef.vars) {
out.temp[name] <- out[i]
}
}
out <- out.temp
}
return(out)
}
.r.squared <-
function(object.name) {
model.name <- .get.model.name(object.name)
if (!(model.name %in% c("arima","fGARCH","Arima","maBina","coeftest","nlmer", "glmer", "lmer","Gls","Arima"))) {
if (model.name %in% c("heckit")) {
return(.summary.object$rSquared$R2)
}
if (model.name %in% c("felm")) {
return(.summary.object$r2)
}
if (model.name %in% c("mlogit")) {
return(.summary.object$mfR2[1])
}
if (model.name %in% c("plm")) {
return(as.vector(.summary.object$r.squared["rsq"]))
}
else if (model.name %in% c("betareg")) {
return(as.vector(.summary.object$pseudo.r.squared))
}
else if (!is.null(.summary.object$r.squared)) {
return(as.vector(.summary.object$r.squared))
}
else if (model.name %in% c("coxph", "clogit")) {
return(as.vector(.summary.object$rsq[1]))
}
else if (model.name %in% c("pmg")) {
return(as.vector(.summary.object$rsqr))
}
else if (model.name %in% c("cph","lrm","ols","psm")) {
return(as.vector(object.name$stats["R2"]))
}
}
return(NA)
}
.residual.deviance <-
function(object.name) {
residual.deviance.output <- as.vector(rep(NA,times=3))
model.name <- .get.model.name(object.name)
if (!(model.name %in% c("arima","fGARCH","Arima","coeftest", "Gls","multinom","lmer","glmer","nlmer"))) {
if (model.name %in% c("rem.dyad")) {
residual.deviance.value <- object.name$residual.deviance
residual.deviance.output <- as.vector(c(residual.deviance.value, NA, NA))
}
else if (model.name %in% c("mclogit")) {
residual.deviance.value <- object.name$deviance
residual.deviance.output <- as.vector(c(residual.deviance.value, NA, NA))
}
else if (model.name %in% c("maBina")) {
residual.deviance.value <- object.name$w$deviance
df.value <- object.name$w$df.residual
residual.deviance.output <- as.vector(c(residual.deviance.value, df.value, NA))
}
else if (!is.null(.summary.object$deviance)) {
residual.deviance.value <- suppressMessages(.summary.object$deviance)
df.value <- object.name$df.residual
residual.deviance.output <- as.vector(c(residual.deviance.value, df.value, NA))
}
else if (!is.null(object.name$deviance)) {
residual.deviance.value <- object.name$deviance
df.value <- object.name$df.residual
residual.deviance.output <- as.vector(c(residual.deviance.value, df.value, NA))
}
}
names(residual.deviance.output) <- c("statistic","df1","p-value")
return(cbind(residual.deviance.output))
}
.null.deviance <-
function(object.name, .summary.object) {
null.deviance.output <- as.vector(rep(NA,times=3))
model.name <- .get.model.name(object.name)
if (!(model.name %in% c("arima","fGARCH","Arima","coeftest","Gls","lmer","glmer","nlmer", "ergm"))) {
if (model.name %in% c("rem.dyad", "mclogit")) {
null.deviance.value <- object.name$null.deviance
null.deviance.output <- as.vector(c(null.deviance.value, NA, NA))
}
else if (model.name %in% c("maBina")) {
null.deviance.value <- object.name$w$null.deviance
df.value <- object.name$w$df.null
null.deviance.output <- as.vector(c(null.deviance.value, df.value, NA))
}
else if (!is.null(suppressMessages(.summary.object$null.deviance))) {
null.deviance.value <- suppressMessages(.summary.object$null.deviance)
df.value <- object.name$df.null
null.deviance.output <- as.vector(c(null.deviance.value, df.value, NA))
}
else if (!is.null(object.name$null.deviance)) {
null.deviance.value <- object.name$null.deviance
df.value <- object.name$df.null
null.deviance.output <- as.vector(c(null.deviance.value, df.value, NA))
}
}
names(null.deviance.output) <- c("statistic","df1","p-value")
return(cbind(null.deviance.output))
}
.number.observations <-
function(object.name) {
model.name <- .get.model.name(object.name)
if (model.name %in% c("ls", "normal", "logit", "probit", "relogit",
"poisson", "negbin", "normal.survey", "poisson.survey",
"probit.survey", "logit.survey", "gamma", "gamma.survey",
"z.arima", "brglm","glm()", "Glm()", "svyglm()")) {
return(length(object.name$residuals))
}
else if (model.name %in% c("fGARCH")) {
return(length(object.name@data))
}
else if (model.name %in% c("maBina")) {
return(length(object.name$w$residuals))
}
else if (model.name %in% c("mlogit")) {
return(sum(object.name$freq))
}
else if (model.name %in% c("felm")) {
return(object.name$N)
}
else if (model.name %in% c("mclogit")) {
return(object.name$N)
}
else if (model.name %in% c("selection", "heckit")) {
return(.summary.object$param$nObs)
}
else if (model.name %in% c("binaryChoice", "probit.ss")) {
return(object.name$param$nObs)
}
else if (model.name %in% c("lmer","glmer","nlmer")) {
return(length(resid(object.name)))
}
else if (model.name %in% c("gmm")) {
return(object.name$n)
}
else if (model.name %in% c("plm", "pgmm", "pmg", "rlm", "lmrob", "glmrob", "dynlm", "rq", "lagsarlm", "errorsarlm", "rem.dyad")) {
return(as.vector(length(object.name$residual)))
}
else if (model.name %in% c("mnlogit")) {
return(as.vector(.summary.object$model.size$N))
}
else if (model.name %in% c("hurdle", "zeroinfl")) {
return(as.vector(object.name$n))
}
else if (model.name %in% c("ivreg","clm","hetglm")) {
return(as.vector(object.name$nobs))
}
if (model.name %in% c("normal.gee", "logit.gee", "poisson.gee",
"probit.gee", "gamma.gee", "gee()", "betareg")) {
return(as.vector(.summary.object$nobs))
}
else if (model.name %in% c("normal.gam", "logit.gam", "probit.gam",
"poisson.gam", "coxph", "clogit", "exp", "lognorm", "weibull", "survreg()",
"gam()")) {
return(as.vector(.summary.object$n))
}
else if (model.name %in% c("ologit", "oprobit", "polr()")) {
return(as.vector(.summary.object$nobs))
}
else if (model.name %in% c("gls")) {
return(as.vector(object.name$dims$N))
}
else if (model.name %in% c("tobit(AER)")) {
return(as.vector(.summary.object$n["Total"]))
}
else if (model.name %in% c("Arima","censReg","lme","nlme","weibreg", "coxreg", "phreg", "aftreg", "bj", "cph", "Gls", "lrm", "ols", "psm", "Rq")) {
return(as.vector(nobs(object.name)))
}
return(NA)
}
.log.likelihood <-
function(object.name) {
model.name <- .get.model.name(object.name)
if (model.name %in% c("coeftest","maBina","gamma.net","logit.net","probit.net","cloglog.net")) {
return(NA)
}
if (model.name %in% c("fGARCH")) {
return(object.name@fit$value)
}
if (model.name %in% c("mlogit", "mnlogit")) {
return(as.vector(object.name$logLik[1]))
}
if (model.name %in% c("arima", "betareg", "zeroinfl", "hurdle", "hetglm", "Arima")) {
return(as.vector(object.name$loglik))
}
if (model.name %in% c("selection","binaryChoice", "probit.ss")) {
return(as.vector(.summary.object$loglik))
}
if (model.name %in% c("lme","nlme","lmer", "glmer", "nlmer","censReg")) {
return(as.vector(logLik(object.name)[1]))
}
if (model.name %in% c("lagsarlm", "errorsarlm")) {
return(as.vector(.summary.object$LL))
}
if (model.name %in% c("clm", "gls")) {
return(as.vector(object.name$logLik))
}
else if (model.name %in% c("coxph", "clogit", "exp", "weibull", "lognorm","tobit", "tobit(AER)", "survreg()")) {
return(as.vector(.summary.object$loglik[2]))
}
else if (model.name %in% c("weibreg", "coxreg", "phreg", "aftreg")) {
return(as.vector(object.name$loglik[2]))
}
else if (!is.null(object.name$aic)) {
return(as.vector(-(0.5)*(object.name$aic-2*length(.summary.object$coefficients[,"Estimate"]))))
}
return(NA)
}
.logrank.stat <-
function(object.name) {
logrank.output <- as.vector(rep(NA,times=3))
model.name <- .get.model.name(object.name)
if (!(model.name %in% c("arima","fGARCH","Arima","maBina", "coeftest", "Gls", "lmer", "glmer", "nlmer"))) {
if (!is.null(.summary.object$logtest)) {
logrank.value <- suppressMessages(.summary.object$sctest[1])
df.value <- suppressMessages(.summary.object$sctest[2])
logrank.p.value <- suppressMessages(.summary.object$sctest[3])
logrank.output <- as.vector(c(logrank.value, df.value, logrank.p.value))
}
}
names(logrank.output) <- c("statistic","df1","p-value")
return(cbind(logrank.output))
}
.lr.stat <-
function(object.name) {
log.output <- as.vector(rep(NA,times=3))
model.name <- .get.model.name(object.name)
if (model.name %in% c("mlogit")) {
log.value <- as.vector(.summary.object$lratio$statistic["chisq"])
if (!is.null(log.value)) {
df.value <- as.vector(length(object.name$coeff))
log.p.value <- as.vector(pchisq(log.value,df.value,lower.tail=FALSE))
log.output <- as.vector(c(log.value, df.value, log.p.value))
}
}
else if (model.name %in% c("lagsarlm", "errorsarlm")) {
log.value <- as.vector(.summary.object$LR1$statistic)
df.value <- as.vector(.summary.object$LR1$parameter)
log.p.value <- as.vector(.summary.object$LR1$p.value)
log.output <- as.vector(c(log.value, df.value, log.p.value))
}
else if (!(model.name %in% c("arima","fGARCH","Arima","maBina","coeftest","Gls","lmer","glmer","nlmer"))) {
if (!is.null(.summary.object$logtest)) {
log.value <- suppressMessages(.summary.object$logtest[1])
df.value <- suppressMessages(.summary.object$logtest[2])
log.p.value <- suppressMessages(.summary.object$logtest[3])
log.output <- as.vector(c(log.value, df.value, log.p.value))
}
}
names(log.output) <- c("statistic","df1","p-value")
return(cbind(log.output))
}
.max.r.squared <-
function(object.name) {
model.name <- .get.model.name(object.name)
if (!(model.name %in% c("arima","fGARCH","fGARCH","Arima","maBina", "coeftest", "lmer", "glmer", "nlmer", "Gls", "Arima"))) {
if (model.name %in% c("coxph", "clogit")) {
return(as.vector(.summary.object$rsq[2]))
}
}
return(NA)
}
.AIC <-
function(object.name) {
model.name <- .get.model.name(object.name)
if (model.name %in% c("coeftest")) {
return(NA)
}
if (model.name %in% c("lmer","lme","nlme","glmer","nlmer", "ergm", "gls", "Gls", "lagsarlm", "errorsarlm", "", "Arima")) {
return(as.vector(AIC(object.name)))
}
if (model.name %in% c("censReg")) {
return(as.vector(AIC(object.name)[1]))
}
if (model.name %in% c("fGARCH")) {
return(object.name@fit$ics["AIC"])
}
if (model.name %in% c("maBina")) {
return(as.vector(object.name$w$aic))
}
if (model.name %in% c("arima")) {
return(as.vector(object.name$aic))
}
else if (!is.null(.summary.object$aic)) {
return(as.vector(.summary.object$aic))
}
else if (!is.null(object.name$AIC)) {
return(as.vector(object.name$AIC))
}
return(NA)
}
.BIC <-
function(object.name) {
model.name <- .get.model.name(object.name)
if (model.name %in% c("coeftest","maBina","Arima")) {
return(NA)
}
if (model.name %in% c("censReg")) {
return(as.vector(BIC(object.name)[1]))
}
if (model.name %in% c("fGARCH")) {
return(object.name@fit$ics["BIC"])
}
if (model.name %in% c("lmer","lme","nlme","glmer","nlmer", "ergm", "gls", "Gls")) {
return(as.vector(BIC(object.name)))
}
if (model.name %in% c("arima")) {
return(as.vector(object.name$bic))
}
else if (!is.null(.summary.object$bic)) {
return(as.vector(.summary.object$bic))
}
else if (!is.null(object.name$BIC)) {
return(as.vector(object.name$BIC))
}
return(NA)
}
.chi.stat <-
function(object.name) {
chi.output <- as.vector(rep(NA,times=3))
model.name <- .get.model.name(object.name)
if (!(model.name %in% c("arima","fGARCH","Arima","maBina","coeftest","lmer", "Gls", "glmer", "nlmer", "normal.gam","logit.gam","probit.gam","poisson.gam","gam()"))) {
if (!is.null(.summary.object$chi)) {
chi.value <- suppressMessages(.summary.object$chi)
df.value <- suppressMessages(.summary.object$df) - suppressMessages(.summary.object$idf)
chi.p.value <- pchisq(chi.value, df.value, ncp=0, lower.tail = FALSE, log.p = FALSE)
chi.output <- as.vector(c(chi.value, df.value, chi.p.value))
}
else if (model.name %in% c("cph", "lrm", "ols", "psm")) {
chi.value <- object.name$stat["Model L.R."]
df.value <- object.name$stat["d.f."]
chi.p.value <- pchisq(chi.value, df.value, ncp=0, lower.tail = FALSE, log.p = FALSE)
chi.output <- as.vector(c(chi.value, df.value, chi.p.value))
}
else if (model.name %in% c("probit.ss")) {
chi.value <- object.name$LRT$LRT
df.value <- object.name$LRT$df
chi.p.value <- pchisq(chi.value, df.value, ncp=0, lower.tail = FALSE, log.p = FALSE)
chi.output <- as.vector(c(chi.value, df.value, chi.p.value))
}
}
names(chi.output) <- c("statistic","df1","p-value")
return(cbind(chi.output))
}
.get.p.values.1 <-
function(object.name, user.given=NULL, auto=TRUE, f.coef=NULL, f.se=NULL, user.coef=NULL, user.se=NULL, model.num=1) {
if (!is.null(user.given)) {
if (.model.identify(object.name) == "multinom") {
if (!is.null(nrow(user.given))) {
user.given <- as.vector(user.given[model.num,])
}
}
return(user.given)
}
if (auto == TRUE) {
if ((!is.null(user.coef)) | (!is.null(user.se))) {
#if (.model.identify(object.name) == "multinom") {
# f.coef <- as.vector(f.coef[model.num,])
# f.se <- as.vector(f.se[model.num,])
#}
# set the lengths of the vectors to be equal to each other
coef.div <- .fill.NA(f.coef, f.se)
se.div <- .fill.NA(f.se, f.coef)
t.out <- (coef.div / se.div)
auto.return <- 2*pnorm(abs(t.out), mean = 0, sd = 1, lower.tail = FALSE, log.p = FALSE)
names(auto.return) <- names(f.coef)
return( auto.return )
}
}
model.name <- .get.model.name(object.name)
if (model.name %in% c("ls", "normal", "logit", "probit", "relogit", "poisson", "negbin", "normal.survey", "poisson.survey", "probit.survey", "logit.survey", "gamma", "gamma.survey",
"cloglog.net", "gamma.net", "logit.net", "probit.net", "brglm", "glm()", "Glm()", "svyglm()", "plm", "pgmm", "ivreg", "lmrob", "glmrob", "dynlm", "rq", "gmm","mclogit","felm")) {
return(.summary.object$coefficients[,4])
}
if (model.name %in% c("censReg")) {
return(.summary.object$estimate[,4])
}
if (model.name %in% c("mnlogit")) {
return(.summary.object$CoefTable[,4])
}
if (model.name %in% c("fGARCH")) {
return(object.name@fit$matcoef[,4])
}
if (model.name %in% c("lme", "nlme")) {
return(.summary.object$tTable[,5])
}
if (model.name %in% c("maBina")) {
return(as.vector(object.name$out[,4]))
}
if (model.name %in% c("mlogit")) {
return(as.vector(.summary.object$CoefTable[,4]))
}
if (model.name %in% c("coeftest")) {
return(as.vector(object.name[,4]))
}
if (model.name %in% c("hetglm")) {
return(as.vector(.summary.object$coefficients$mean[,4]))
}
if (model.name %in% c("selection","heckit")) {
if (!gbl$sel.equation) {
indices <- .summary.object$param$index$betaO ### outcome equation
}
else {
indices <- .summary.object$param$index$betaS ### selection equation
}
return(as.vector(.summary.object$estimate[indices,4]))
}
if (model.name %in% c("probit.ss", "binaryChoice")) {
return(as.vector(.summary.object$estimate[,4]))
}
if (model.name %in% c("lagsarlm", "errorsarlm")) {
return(.summary.object$Coef[,4])
}
if (model.name %in% c("lmer", "glmer", "nlmer")) {
Vcov <- as.matrix(vcov(object.name, useScale = FALSE))
coefs <- .summary.object$coefficients[,1]
se <- sqrt(diag(Vcov))
tstat <- coefs / se
pval <- 2 * pnorm(abs(tstat), lower.tail = FALSE)
names(pval) <- names(coefs)
return(pval)
}
if (model.name %in% c("Arima")) {
coef.temp <- object.name$coef
se.temp <- sqrt(diag(object.name$var.coef))
tstat <- coef.temp / se.temp
pval <- 2 * pnorm(abs(tstat), lower.tail = FALSE)
return(pval)
}
if (model.name %in% c("ergm")) {
return(.summary.object$coefs[,4])
}
if (model.name %in% c("clm")) {
if (fmt$ordered.intercepts == FALSE) {
return(.summary.object$coefficients[(length(object.name$alpha)+1):(length(object.name$coefficients)),4])
}
else {
return(.summary.object$coefficients[,4])
}
}
else if (model.name %in% c("pmg")) {
coef.temp <- .summary.object$coefficients
std.err.temp <- sqrt(diag(.summary.object$vcov))
t.stat.temp <- coef.temp / std.err.temp
df.temp <- length(.summary.object$residuals)
return( 2 * pt(abs(t.stat.temp), df=df.temp, lower.tail = FALSE, log.p = FALSE) )
}
else if (model.name %in% c("zeroinfl", "hurdle")) {
if (gbl$zero.component==FALSE) {
return(.summary.object$coefficients$count[,4])
}
else {
return(.summary.object$coefficients$zero[,4])
}
}
else if (model.name %in% c("normal.gee", "logit.gee", "poisson.gee", "probit.gee", "gamma.gee", "gee()")) {
return(2*pnorm(abs(.summary.object$coefficients[,"Robust z"]), mean = 0, sd = 1, lower.tail = FALSE, log.p = FALSE))
}
else if (model.name %in% c("normal.gam", "logit.gam", "probit.gam", "poisson.gam", "gam()")) {
return(.summary.object$p.pv)
}
else if (model.name %in% c("coxph", "clogit")) {
return(.summary.object$coef[,"Pr(>|z|)"])
}
else if (model.name %in% c("exp","lognorm","weibull","tobit", "survreg()")) {
return(.summary.object$table[,"p"])
}
else if (model.name %in% c("rlm")) {
coef.temp <- suppressMessages(.summary.object$coefficients[,"t value"])
coef.temp <- 2*pnorm(abs(coef.temp[seq(from=1, to=length(coef.temp))]), mean = 0, sd = 1, lower.tail = FALSE, log.p = FALSE)
return(coef.temp)
}
else if (model.name %in% c("ologit", "oprobit", "polr()")) {
coef.temp <- suppressMessages(.summary.object$coefficients[,"t value"])
if (fmt$ordered.intercepts == FALSE) { return(2*pnorm(abs(coef.temp[seq(from=1, to=length(coef.temp)-(length(suppressMessages(.summary.object$lev))-1))]), mean = 0, sd = 1, lower.tail = FALSE, log.p = FALSE)) }
else {
return( 2*pnorm(abs(coef.temp[seq(from=1, to=length(coef.temp))]), mean = 0, sd = 1, lower.tail = FALSE, log.p = FALSE) )
}
}
else if (model.name %in% c("arima")) {
return(2*pnorm( abs(object.name$coef / (sqrt(diag(object.name$var.coef))) ), mean = 0, sd = 1, lower.tail = FALSE, log.p = FALSE))
}
else if (model.name %in% c("tobit(AER)")){
return(.summary.object$coefficients[,"Pr(>|z|)"])
}
else if (model.name %in% c("multinom")) {
if (is.null(nrow(.summary.object$coefficients))) {
coef.temp <- .summary.object$coefficients
se.temp <- .summary.object$standard.errors
}
else {
coef.temp <- .summary.object$coefficients[model.num,]
se.temp <- .summary.object$standard.errors[model.num,]
}
return( 2*pnorm( abs( (coef.temp) / (se.temp) ) , mean = 0, sd = 1, lower.tail = FALSE, log.p = FALSE) )
}
else if (model.name %in% c("betareg")) {
return(.summary.object$coefficients$mean[,"Pr(>|z|)"])
}
else if (model.name %in% c("gls")) {
coef.temp <- object.name$coefficients
se.temp <- sqrt(diag(object.name$varBeta))
t.temp <- coef.temp / se.temp
p.temp <- 2*pnorm( abs( t.temp ) , mean = 0, sd = 1, lower.tail = FALSE, log.p = FALSE)
return(p.temp)
}
else if (model.name %in% c("weibreg", "coxreg", "phreg", "aftreg", "bj", "cph", "Gls", "lrm", "ols", "psm", "Rq")) {
coef.temp <- object.name$coefficients
se.temp <- sqrt(diag(object.name$var))
t.temp <- coef.temp / se.temp
p.temp <- 2*pnorm( abs( t.temp ) , mean = 0, sd = 1, lower.tail = FALSE, log.p = FALSE)
return(p.temp)
}
else if (model.name %in% c("rem.dyad")) {
coef.temp <- object.name$coef
se.temp <- sqrt(diag(object.name$cov))
t.temp <- coef.temp / se.temp
p.temp <- 2*pnorm( abs( t.temp ) , mean = 0, sd = 1, lower.tail = FALSE, log.p = FALSE)
return(p.temp)
}
return(NULL)
}
.get.p.values <-
function(object.name, user.given=NULL, auto=TRUE, f.coef=NULL, f.se=NULL, user.coef=NULL, user.se=NULL, model.num=1) {
out <- .get.p.values.1(object.name, user.given, auto, f.coef, f.se, user.coef, user.se, model.num)
coef.vars <- .coefficient.variables(object.name)
if (is.null(names(out))) {
if (length(out) < length(coef.vars)) {
out.temp <- rep(NA, times=length(coef.vars)-length(out))
out <- c(out, out.temp)
}
else if (length(out) > length(coef.vars)) {
out <- out[1:length(coef.vars)]
}
names(out) <- coef.vars
}
else {
out.temp <- rep(NA, times = length(coef.vars))
names(out.temp) <- coef.vars
for (i in 1:length(out)) {
name <- names(out)[i]
if (name %in% coef.vars) {
out.temp[name] <- out[i]
}
}
out <- out.temp
}
return(out)
}
.get.scale <-
function(object.name) {
model.name <- .get.model.name(object.name)
if (!(model.name %in% c("arima","fGARCH","Arima","maBina", "coeftest", "Gls", "lmer", "glmer", "nlmer"))) {
if (!is.null(object.name$scale)) {
if (model.name %in% c("normal.gee", "logit.gee", "poisson.gee", "probit.gee", "gamma.gee", "gee()", "exp","lognorm","weibull","tobit","survreg()","tobit(AER)")) {
return(as.vector(object.name$scale))
}
}
}
return(NA)
}
.get.sigma2 <-
function(object.name) {
model.name <- .get.model.name(object.name)
if (model.name %in% c("arima","fGARCH","maBina", "coeftest", "Gls", "lmer", "glmer", "nlmer")) {
return(NA)
}
if (model.name %in% c("lagsarlm", "errorsarlm")) {
return(.summary.object$s2)
}
if (!is.null(object.name$sigma2)) {
return(as.vector(object.name$sigma2))
}
return(NA)
}
.get.rho <-
function(object.name) {
model.name <- .get.model.name(object.name)
rho.output <- as.vector(rep(NA,times=4))
if (model.name %in% c("selection")) {
i <- object.name$param$index$rho
if (is.null(i)) { i <- object.name$param$index$errTerms["rho"] }
if (!is.null(i)) {
rho.output <- as.vector(.summary.object$estimate[i,])
}
}
if (model.name %in% c("heckit")) {
if (object.name$method == "2step") {
i <- object.name$param$index$rho
rho.output <- as.vector(.summary.object$estimate[i,])
}
}
names(rho.output) <- c("statistic","se","tstat","p-value")
return(cbind(rho.output))
}
.get.mills <-
function(object.name) {
model.name <- .get.model.name(object.name)
mills.output <- as.vector(rep(NA,times=4))
if (model.name %in% c("heckit", "selection")) {
i <- object.name$param$index$Mills
if (!is.null(i)) {
mills.output <- as.vector(.summary.object$estimate[i,])
}
}
names(mills.output) <- c("statistic","se","tstat","p-value")
return(cbind(mills.output))
}
.get.standard.errors.1 <-
function(object.name, user.given=NULL, model.num=1, .summary.object) {
if (!is.null(user.given)) {
if (.model.identify(object.name) == "multinom") {
if (!is.null(nrow(user.given))) { user.given <- as.vector(user.given[model.num,]) }
}
return(user.given)
}
model.name <- .get.model.name(object.name)
if (model.name %in% c("ls", "normal", "logit", "probit", "relogit", "poisson", "negbin", "normal.survey", "poisson.survey", "probit.survey", "logit.survey", "gamma", "gamma.survey",
"cloglog.net", "gamma.net", "logit.net", "probit.net", "brglm", "glm()", "Glm()", "svyglm()", "plm", "pgmm", "ivreg", "lmrob", "glmrob", "dynlm", "gmm","mclogit")) {
return(.summary.object$coefficients[,"Std. Error"])
}
if (model.name %in% c("Arima")) {
return(sqrt(diag(object.name$var.coef)))
}
if (model.name %in% c("censReg")) {
return(.summary.object$estimate[,2])
}
if (model.name %in% c("mnlogit")) {
return(.summary.object$CoefTable[,2])
}
if (model.name %in% c("fGARCH")) {
return(object.name@fit$matcoef[,2])
}
if (model.name %in% c("lme", "nlme")) {
return(.summary.object$tTable[,2])
}
if (model.name %in% c("maBina")) {
return(as.vector(object.name$out[,2]))
}
if (model.name %in% c("mlogit")) {
return(as.vector(.summary.object$CoefTable[,2]))
}
if (model.name %in% c("coeftest")) {
return(as.vector(object.name[,2]))
}
if (model.name %in% c("selection","heckit")) {
if (!gbl$sel.equation) {
indices <- .summary.object$param$index$betaO ### outcome equation
}
else {
indices <- .summary.object$param$index$betaS ### selection equation
}
return(as.vector(.summary.object$estimate[indices,2]))
}
if (model.name %in% c("probit.ss", "binaryChoice")) {
return(as.vector(.summary.object$estimate[,2]))
}
if (model.name %in% c("hetglm")) {
return(as.vector(.summary.object$coefficients$mean[,2]))
}
if (model.name %in% c("lmer", "glmer", "nlmer")) {
Vcov <- as.matrix(vcov(object.name, useScale = FALSE))
coefs <-.summary.object$coefficients[,1]
se <- sqrt(diag(Vcov))
names(se) <- names(coefs)
return(se)
}
if (model.name %in% c("lagsarlm", "errorsarlm")) {
return(.summary.object$Coef[,2])
}
if (model.name %in% c("ergm")) {
return(.summary.object$coefs[,2])
}
if (model.name %in% c("rq","felm")) {
return(.summary.object$coefficients[,2])
}
if (model.name %in% c("clm")) {
if (fmt$ordered.intercepts == FALSE) {
return(.summary.object$coefficients[(length(object.name$alpha)+1):(length(object.name$coefficients)),2])
}
else {
return(.summary.object$coefficients[,2])
}
}
else if (model.name %in% c("pmg")) {
return (sqrt(diag(.summary.object$vcov)))
}
if (model.name %in% c("zeroinfl", "hurdle")) {
if (gbl$zero.component == FALSE) {
return(.summary.object$coefficients$count[,"Std. Error"])
}
else {
return(.summary.object$coefficients$zero[,"Std. Error"])
}
}
else if (model.name %in% c("normal.gee", "logit.gee", "poisson.gee", "probit.gee", "gamma.gee", "gee()")) {
return(.summary.object$coefficients[,"Robust S.E."])
}
else if (model.name %in% c("normal.gam", "logit.gam", "probit.gam", "poisson.gam", "gam()")) {
temp.se <- .summary.object$se
names(temp.se) <- names(.summary.object$p.coeff)
return(temp.se)
}
else if (model.name %in% c("coxph")) {
return(.summary.object$coef[,"se(coef)"])
}
else if (model.name %in% c("clogit")) {
return(.summary.object$coef[,"se(coef)"])
}
else if (model.name %in% c("exp","lognorm","weibull","tobit","survreg()")) {
return(.summary.object$table[,"Std. Error"])
}
else if (model.name %in% c("rlm")) {
return(suppressMessages(.summary.object$coefficients[,"Std. Error"]))
}
else if (model.name %in% c("ologit", "oprobit", "polr()")) {
se.temp <- suppressMessages(.summary.object$coefficients[,"Std. Error"])
if (fmt$ordered.intercepts == FALSE) { return(se.temp[seq(from=1, to=length(se.temp)-(length(suppressMessages(.summary.object$lev))-1))]) }
else { return(se.temp) }
}
else if (model.name %in% c("arima")) {
return( sqrt(diag(object.name$var.coef)) )
}
else if (model.name %in% c("tobit(AER)")){
return(.summary.object$coefficients[,"Std. Error"])
}
else if (model.name %in% c("multinom")) {
if (is.null(nrow(.summary.object$coefficients))) {
se.temp <- .summary.object$standard.errors
}
else {
se.temp <- .summary.object$standard.errors[model.num,]
}
return(se.temp)
}
else if (model.name %in% c("betareg")) {
return(.summary.object$coefficients$mean[,"Std. Error"])
}
else if (model.name %in% c("gls")) {
se.temp <- sqrt(diag(object.name$varBeta))
return(se.temp)
}
else if (model.name %in% c("weibreg", "coxreg", "phreg", "aftreg", "bj", "cph", "Gls", "lrm", "ols", "psm", "Rq")) {
return( sqrt(diag(object.name$var) ) )
}
else if (model.name %in% c("rem.dyad")) {
return( sqrt(diag(object.name$cov) ) )
}
return(NULL)
}
.get.standard.errors <-
function(object.name, user.given=NULL, model.num=1, .summary.object) {
out <- .get.standard.errors.1(object.name, user.given, model.num, .summary.object)
coef.vars <- .coefficient.variables(object.name)
if (is.null(names(out))) {
if (length(out) < length(coef.vars)) {
out.temp <- rep(NA, times=length(coef.vars)-length(out))
out <- c(out, out.temp)
}
else if (length(out) > length(coef.vars)) {
out <- out[1:length(coef.vars)]
}
names(out) <- coef.vars
}
else {
out.temp <- rep(NA, times = length(coef.vars))
names(out.temp) <- coef.vars
for (i in 1:length(out)) {
name <- names(out)[i]
if (name %in% coef.vars) {
out.temp[name] <- out[i]
}
}
out <- out.temp
}
return(out)
}
.get.ci.lb.1 <-
function(object.name, user.given=NULL, model.num=1) {
if (!is.null(user.given)) {
if (.model.identify(object.name) == "multinom") {
if (!is.null(nrow(user.given))) { user.given <- as.vector(user.given[model.num,]) }
}
return(user.given)
}
return(NULL)
}
.get.ci.lb <-
function(object.name, user.given=NULL, model.num=1) {
out <- .get.ci.lb.1(object.name, user.given, model.num)
coef.vars <- .coefficient.variables(object.name)
if (is.null(names(out))) {
if (length(out) < length(coef.vars)) {
out.temp <- rep(NA, times=length(coef.vars)-length(out))
out <- c(out, out.temp)
}
else if (length(out) > length(coef.vars)) {
out <- out[1:length(coef.vars)]
}
names(out) <- coef.vars
}
else {
out.temp <- rep(NA, times = length(coef.vars))
names(out.temp) <- coef.vars
for (i in 1:length(out)) {
name <- names(out)[i]
if (name %in% coef.vars) {
out.temp[name] <- out[i]
}
}
out <- out.temp
}
return(out)
}
.get.ci.rb.1 <-
function(object.name, user.given=NULL, model.num=1) {
if (!is.null(user.given)) {
if (.model.identify(object.name) == "multinom") {
if (!is.null(nrow(user.given))) { user.given <- as.vector(user.given[model.num,]) }
}
return(user.given)
}
return(NULL)
}
.get.ci.rb <-
function(object.name, user.given=NULL, model.num=1) {
out <- .get.ci.rb.1(object.name, user.given, model.num)
coef.vars <- .coefficient.variables(object.name)
if (is.null(names(out))) {
if (length(out) < length(coef.vars)) {
out.temp <- rep(NA, times=length(coef.vars)-length(out))
out <- c(out, out.temp)
}
else if (length(out) > length(coef.vars)) {
out <- out[1:length(coef.vars)]
}
names(out) <- coef.vars
}
else {
out.temp <- rep(NA, times = length(coef.vars))
names(out.temp) <- coef.vars
for (i in 1:length(out)) {
name <- names(out)[i]
if (name %in% coef.vars) {
out.temp[name] <- out[i]
}
}
out <- out.temp
}
return(out)
}
.get.t.stats.1 <-
function(object.name, user.given=NULL, auto=TRUE, f.coef=NULL, f.se=NULL, user.coef=NULL, user.se=NULL, model.num=1) {
if (!is.null(user.given)) {
if (.model.identify(object.name) == "multinom") {
if (!is.null(nrow(user.given))) {
user.given <- as.vector(user.given[model.num,])
}
}
return(user.given)
}
if (auto == TRUE) {
if ((!is.null(user.coef)) | (!is.null(user.se))) {
#if (.model.identify(object.name) == "multinom") {
# f.coef <- as.vector(f.coef[model.num,])
# f.se <- as.vector(f.se[model.num,])
#}
# set the lengths of the vectors to be equal to each other
coef.div <- .fill.NA(f.coef, f.se)
se.div <- .fill.NA(f.se, f.coef)
auto.return <- coef.div / se.div
names(auto.return) <- names(f.coef)
return(auto.return)
}
}
model.name <- .get.model.name(object.name)
if (model.name %in% c("ls", "normal", "logit", "probit", "relogit", "poisson", "negbin", "normal.survey", "poisson.survey", "probit.survey", "logit.survey", "gamma", "gamma.survey",
"cloglog.net", "gamma.net", "logit.net", "probit.net", "glm()", "Glm()", "svyglm()","plm", "pgmm", "ivreg", "lmrob", "glmrob", "dynlm", "gmm", "mclogit", "felm")) {
return(.summary.object$coefficients[,3])
}
if (model.name %in% c("censReg")) {
return(.summary.object$estimate[,3])
}
if (model.name %in% c("mnlogit")) {
return(.summary.object$CoefTable[,3])
}
if (model.name %in% c("fGARCH")) {
return(object.name@fit$matcoef[,3])
}
if (model.name %in% c("lme", "nlme")) {
return(.summary.object$tTable[,4])
}
if (model.name %in% c("coeftest")) {
return(as.vector(object.name[,3]))
}
if (model.name %in% c("maBina")) {
return(as.vector(object.name$out[,3]))
}
if (model.name %in% c("mlogit")) {
return(as.vector(.summary.object$CoefTable[,3]))
}
if (model.name %in% c("selection","heckit")) {
if (!gbl$sel.equation) {
indices <- .summary.object$param$index$betaO ### outcome equation
}
else {
indices <- .summary.object$param$index$betaS ### selection equation
}
return(as.vector(.summary.object$estimate[indices,3]))
}
if (model.name %in% c("probit.ss", "binaryChoice")) {
return(as.vector(.summary.object$estimate[,3]))
}
if (model.name %in% c("hetglm")) {
return(as.vector(.summary.object$coefficients$mean[,3]))
}
if (model.name %in% c("lmer", "glmer", "nlmer")) {
Vcov <- as.matrix(vcov(object.name, useScale = FALSE))
coefs <- .summary.object$coefficients[,1]
se <- sqrt(diag(Vcov))
tstat <- coefs / se
names(tstat) <- names(coefs)
return(tstat)
}
if (model.name %in% c("ergm")) {
return((.summary.object$coefs[,1])/(.summary.object$coefs[,2]))
}
if (model.name %in% c("lagsarlm", "errorsarlm")) {
return(.summary.object$Coef[,3])
}
if (model.name %in% c("rq")) {
return(.summary.object$coefficients[,3])
}
if (model.name %in% c("clm")) {
if (fmt$ordered.intercepts == FALSE) {
return(.summary.object$coefficients[(length(object.name$alpha)+1):(length(object.name$coefficients)),3])
}
else {
return(.summary.object$coefficients[,3])
}
}
else if (model.name %in% c("pmg")) {
coef.temp <- .summary.object$coef
std.err.temp <- sqrt(diag(.summary.object$vcov))
t.stat.temp <- coef.temp / std.err.temp
return(t.stat.temp)
}
else if (model.name %in% c("zeroinfl", "hurdle")) {
if (gbl$zero.component == FALSE) {
return(.summary.object$coefficients$count[,3])
}
else {
return(.summary.object$coefficients$zero[,3])
}
}
else if (model.name %in% c("normal.gee", "logit.gee", "poisson.gee", "probit.gee", "gamma.gee", "gee()")) {
return(.summary.object$coefficients[,"Robust z"])
}
else if (model.name %in% c("normal.gam", "logit.gam", "probit.gam", "poisson.gam", "gam()")) {
return(.summary.object$p.t)
}
else if (model.name %in% c("coxph", "clogit")) {
return(.summary.object$coef[,"z"])
}
else if (model.name %in% c("exp","lognorm","weibull", "tobit","survreg()")) {
return(.summary.object$table[,"z"])
}
else if (model.name %in% c("rlm")) {
return(suppressMessages(.summary.object$coefficients[,"t value"]))
}
else if (model.name %in% c("ologit", "oprobit", "polr()")) {
tstat.temp <- suppressMessages(.summary.object$coefficients[,"t value"])
if (fmt$ordered.intercepts == FALSE) { return(tstat.temp[seq(from=1, to=length(tstat.temp)-(length(suppressMessages(.summary.object$lev))-1))]) }
else { return(tstat.temp) }
}
else if (model.name %in% c("arima")) {
return( object.name$coef / (sqrt(diag(object.name$var.coef))) )
}
else if (model.name %in% c("tobit(AER)")){
return(.summary.object$coefficients[,"z value"])
}
else if (model.name %in% c("multinom")) {
if (is.null(nrow(.summary.object$coefficients))) {
coef.temp <- .summary.object$coefficients
se.temp <- .summary.object$standard.errors
}
else {
coef.temp <- .summary.object$coefficients[model.num,]
se.temp <- .summary.object$standard.errors[model.num,]
}
return( (coef.temp) / (se.temp) )
}
else if (model.name %in% c("betareg")) {
return(.summary.object$coefficients$mean[,"z value"])
}
else if (model.name %in% c("gls")) {
coef.temp <- object.name$coefficients
se.temp <- sqrt(diag(object.name$varBeta))
return(coef.temp / se.temp)
}
else if (model.name %in% c("weibreg", "coxreg", "phreg", "aftreg", "bj", "cph", "Gls", "lrm", "ols", "psm", "Rq")) {
coef.temp <- object.name$coefficients
se.temp <- sqrt(diag(object.name$var))
return(coef.temp / se.temp )
}
else if (model.name %in% c("Arima")) {
coef.temp <- object.name$coef
se.temp <- sqrt(diag(object.name$var.coef))
return(coef.temp / se.temp )
}
else if (model.name %in% c("rem.dyad")) {
coef.temp <- object.name$coef
se.temp <- sqrt(diag(object.name$cov))
return(coef.temp / se.temp )
}
return(NULL)
}
.get.t.stats <-
function(object.name, user.given=NULL, auto=TRUE, f.coef=NULL, f.se=NULL, user.coef=NULL, user.se=NULL, model.num=1) {
out <- .get.t.stats.1(object.name, user.given, auto, f.coef, f.se, user.coef, user.se, model.num)
coef.vars <- .coefficient.variables(object.name)
if (is.null(names(out))) {
if (length(out) < length(coef.vars)) {
out.temp <- rep(NA, times=length(coef.vars)-length(out))
out <- c(out, out.temp)
}
else if (length(out) > length(coef.vars)) {
out <- out[1:length(coef.vars)]
}
names(out) <- coef.vars
}
else {
out.temp <- rep(NA, times = length(coef.vars))
names(out.temp) <- coef.vars
for (i in 1:length(out)) {
name <- names(out)[i]
if (name %in% coef.vars) {
out.temp[name] <- out[i]
}
}
out <- out.temp
}
return(out)
}
.get.theta <-
function(object.name) {
theta.output <- as.vector(rep(NA,times=4))
model.name <- .get.model.name(object.name)
if (!(model.name %in% c("arima","fGARCH","Arima","maBina", "coeftest", "Gls", "lmer", "glmer", "nlmer"))) {
if ((!is.null(object.name$theta)) & (!is.null(object.name$SE.theta))) {
theta.value <- object.name$theta
theta.se.value <- object.name$SE.theta
theta.tstat.value <- theta.value / theta.se.value
theta.p.value <- 2*pnorm(abs(theta.tstat.value), mean = 0, sd = 1, lower.tail = FALSE, log.p = FALSE)
theta.output <- as.vector(c(theta.value, theta.se.value, theta.tstat.value, theta.p.value))
}
}
names(theta.output) <- c("statistic","se","tstat","p-value")
return(cbind(theta.output))
}
.SER <-
function(object.name) {
SER.output <- as.vector(rep(NA,times=3))
model.name <- .get.model.name(object.name)
if (!(model.name %in% c("arima","lme","nlme","fGARCH","Arima","maBina","coeftest","lmer","glmer","nlmer","gls","Gls"))) {
if (model.name %in% c("felm")) {
SER.output <- as.vector(c(.summary.object$rse, .summary.object$rdf, NA))
}
else if (!is.null(suppressMessages(.summary.object$sigma))) {
sigma.value <-suppressMessages(.summary.object$sigma)
if (model.name %in% c("rlm")) {
df.residual.value <- .summary.object$df[2]
}
else {
df.residual.value <- object.name$df.residual
}
SER.output <- as.vector(c(sigma.value, df.residual.value, NA))
}
}
names(SER.output) <- c("statistic","df1","p-value")
return(cbind(SER.output))
}
.coefficient.table.part <-
function(part, which.variable, variable.name=NULL, fmt, gbl) {
# coefficient variable name
if (part=="variable name") {
# use intercept name for intercept, otherwise variable name
if (is.na(fmt$covariate.labels[.which.variable.label])) {
if (fmt$coefficient.variables.capitalize == TRUE) { cat(" ", fmt$coefficient.variables.left, toupper(variable.name), fmt$coefficient.variables.right, sep="") }
else { cat(" ", fmt$coefficient.variables.left, variable.name, fmt$coefficient.variables.right, sep="") }
}
else { cat(" ", fmt$coefficient.variables.left, fmt$covariate.labels[.which.variable.label], fmt$coefficient.variables.right, sep="") }
}
# coefficients and stars
else if ((part=="coefficient") | (part=="coefficient*")) {
for (i in seq(1:length(gbl$models))) {
if (!is.na(gbl$coefficients[gbl$coefficient.variables[which.variable],i])) {
# report the coefficient
cat(" & ", .iround(gbl$coefficients[gbl$coefficient.variables[which.variable],i],fmt$round.digits, fmt=fmt),sep="")
# add stars to denote statistical significance
if (part=="coefficient*") {
p.value <- gbl$p.values[gbl$coefficient.variables[which.variable],i]
.enter.significance.stars(p.value, fmt=fmt)
}
}
else {
cat(" & ",sep="")
}
# if single-row, follow up with standard error / confidence interval
if ((fmt$single.row == TRUE) & (("standard error" %in% fmt$coefficient.table.parts) | ("standard error*" %in% fmt$coefficient.table.parts))) {
if (fmt$dec.mark.align == TRUE) { space.char <- "$ $"}
else { space.char <- " "}
if (!is.na(gbl$std.errors[gbl$coefficient.variables[which.variable],i])) {
# report standard errors or confidence intervals
fmt$ci.use <- fmt$ci[i]
if (is.na(fmt$ci.use)) {
for (j in i:1) {
if (!is.na(fmt$ci[j])) {
fmt$ci.use <- fmt$ci[j]
break
}
}
}
if (fmt$ci.use == TRUE) {
# if ci level is NA, find the most recent set level
fmt$ci.level.use <- fmt$ci.level[i]
if (is.na(fmt$ci.level.use)) {
for (j in i:1) {
if (!is.na(fmt$ci.level[j])) {
fmt$ci.level.use <- fmt$ci.level[j]
break
}
}
}
z.value <- qnorm((1 + fmt$ci.level.use)/2)
coef <- gbl$coefficients[gbl$coefficient.variables[which.variable],i]
se <- gbl$std.errors[gbl$coefficient.variables[which.variable],i]
ci.lower.bound <- coef - z.value * se
ci.upper.bound <- coef + z.value * se
if (!is.null(ci.custom[[i]])) {
ci.lower.bound.temp <- gbl$ci.lb[gbl$coefficient.variables[which.variable],i]
ci.upper.bound.temp <- gbl$ci.rb[gbl$coefficient.variables[which.variable],i]
if (!is.na(ci.lower.bound.temp)) (ci.lower.bound <- ci.lower.bound.temp)
if (!is.na(ci.upper.bound.temp)) (ci.upper.bound <- ci.upper.bound.temp)
}
if (!is.null(apply.ci)) {
ci.lower.bound <- do.call(apply.ci, list(ci.lower.bound))
ci.upper.bound <- do.call(apply.ci, list(ci.upper.bound))
}
if (fmt$dec.mark.align == TRUE) {
hyphen <- paste("$",fmt$ci.separator,"$", sep="")
}
else {
hyphen <- fmt$ci.separator
}
cat(space.char,
fmt$std.errors.left,
.iround(ci.lower.bound,fmt$round.digits, fmt=fmt),
hyphen,
.iround(ci.upper.bound,fmt$round.digits, fmt=fmt),
fmt$std.errors.right,sep="")
}
else {
cat(space.char, fmt$std.errors.left,
.iround(gbl$std.errors[gbl$coefficient.variables[which.variable],i],fmt$round.digits, fmt=fmt),fmt$std.errors.right,sep="")
}
# add stars to denote statistical significance
if ("standard error*" %in% fmt$coefficient.table.parts) {
p.value <- gbl$p.values[gbl$coefficient.variables[which.variable],i]
.enter.significance.stars(p.value, fmt=fmt)
}
}
}
}
cat(" \\\\ \n ")
}
# standard errors
else if (((part=="standard error") | (part=="standard error*")) & (fmt$single.row==FALSE)) {
for (i in seq(1:length(gbl$models))) {
if (!is.na(gbl$std.errors[gbl$coefficient.variables[which.variable],i])) {
# report standard errors or confidence intervals
fmt$ci.use <- fmt$ci[i]
if (is.na(fmt$ci.use)) {
for (j in i:1) {
if (!is.na(fmt$ci[j])) {
fmt$ci.use <- fmt$ci[j]
break
}
}
}
if (fmt$ci.use == TRUE) {
# if ci level is NA, find the most recent set level
fmt$ci.level.use <- fmt$ci.level[i]
if (is.na(fmt$ci.level.use)) {
for (j in i:1) {
if (!is.na(fmt$ci.level[j])) {
fmt$ci.level.use <- fmt$ci.level[j]
break
}
}
}
z.value <- qnorm((1 + fmt$ci.level.use)/2)
coef <- gbl$coefficients[gbl$coefficient.variables[which.variable],i]
se <- gbl$std.errors[gbl$coefficient.variables[which.variable],i]
ci.lower.bound <- coef - z.value * se
ci.upper.bound <- coef + z.value * se
if (!is.null(ci.custom[[i]])) {
ci.lower.bound.temp <- gbl$ci.lb[gbl$coefficient.variables[which.variable],i]
ci.upper.bound.temp <- gbl$ci.rb[gbl$coefficient.variables[which.variable],i]
if (!is.na(ci.lower.bound.temp)) (ci.lower.bound <- ci.lower.bound.temp)
if (!is.na(ci.upper.bound.temp)) (ci.upper.bound <- ci.upper.bound.temp)
}
if (!is.null(apply.ci)) {
ci.lower.bound <- do.call(apply.ci, list(ci.lower.bound))
ci.upper.bound <- do.call(apply.ci, list(ci.upper.bound))
}
if (fmt$dec.mark.align == TRUE) {
hyphen <- paste("$",fmt$ci.separator,"$", sep="")
}
else {
hyphen <- fmt$ci.separator
}
if (fmt$dec.mark.align == TRUE) {
cat(" & \\multicolumn{1}{c}{", fmt$std.errors.left, .iround(ci.lower.bound,fmt$round.digits, fmt=fmt),hyphen,.iround(ci.upper.bound,fmt$round.digits, fmt=fmt),fmt$std.errors.right,"}",sep="")
}
else {
cat(" & ", fmt$std.errors.left, .iround(ci.lower.bound,fmt$round.digits, fmt=fmt),hyphen,.iround(ci.upper.bound,fmt$round.digits, fmt=fmt),fmt$std.errors.right,sep="")
}
}
else {
cat(" & ", fmt$std.errors.left, .iround(gbl$std.errors[gbl$coefficient.variables[which.variable],i],fmt$round.digits, fmt=fmt),fmt$std.errors.right,sep="")
}
# add stars to denote statistical significance
if (part=="standard error*") {
p.value <- gbl$p.values[gbl$coefficient.variables[which.variable],i]
.enter.significance.stars(p.value, fmt=fmt)
}
}
else {
cat(" & ",sep="")
}
}
cat(" \\\\ \n ")
}
# p-values
else if ((part=="p-value") | (part=="p-value*")) {
for (i in seq(1:length(gbl$models))) {
if (!is.na(gbl$p.values[gbl$coefficient.variables[which.variable],i])) {
# report p-values
cat(" & ", fmt$p.values.left, .iround(gbl$p.values[gbl$coefficient.variables[which.variable],i],fmt$round.digits,round.up.positive=TRUE, fmt=fmt),fmt$p.values.right,sep="")
# add stars to denote statistical significance
if (part=="p-value*") {
p.value <- gbl$p.values[gbl$coefficient.variables[which.variable],i]
.enter.significance.stars(p.value, fmt=fmt)
}
}
else {
cat(" & ",sep="")
}
}
cat(" \\\\ \n ")
}
# t-statistics
else if ((part=="t-stat") | (part=="t-stat*")) {
for (i in seq(1:length(gbl$models))) {
if (!is.na(gbl$t.stats[gbl$coefficient.variables[which.variable],i])) {
# report t-statistics
cat(" & ", fmt$t.stats.left, .iround(gbl$t.stats[gbl$coefficient.variables[which.variable],i],fmt$round.digits, fmt=fmt),fmt$t.stats.right,sep="")
# add stars to denote statistical significance
if (part=="t-stat*") {
p.value <- gbl$p.values[gbl$coefficient.variables[which.variable],i]
.enter.significance.stars(p.value, fmt=fmt)
}
}
else {
cat(" & ",sep="")
}
}
cat(" \\\\ \n ")
}
# empty line
else if (part==" ") {
.table.empty.line(fmt=fmt, gbl=gbl)
}
# horizontal line
else if (part=="-") {
cat("\\hline ")
.table.insert.space(fmt=fmt)
cat(" \n")
}
# double horizontal line
else if (part=="=") {
cat("\\hline \n")
cat("\\hline ")
.table.insert.space(fmt=fmt)
cat(" \n")
}
}
.coefficient.variables <-
function(object.name, .summary.object) {
model.name <- .get.model.name(object.name)
if (model.name %in% c("ls", "normal", "logit", "probit", "relogit", "poisson", "negbin", "normal.gee", "logit.gee", "probit.gee", "poisson.gee", "normal.gam",
"logit.gam", "probit.gam", "poisson.gam", "normal.survey", "poisson.survey", "probit.survey", "logit.survey", "gamma", "gamma.gee", "gamma.survey",
"exp", "weibull", "coxph", "clogit", "lognorm", "tobit", "tobit(AER)", "brglm", "glm()", "Glm()", "svyglm()", "gee()", "survreg()", "gam()", "plm", "ivreg", "pmg", "lmrob", "glmrob",
"dynlm", "gls", "rq", "lagsarlm", "errorsarlm", "gmm", "mclogit")) {
return(as.vector(names(object.name$coefficients)))
}
else if (model.name %in% c("Arima")) {
return(names(object.name$coef))
}
else if (model.name %in% c("fGARCH")) {
return(rownames(object.name@fit$matcoef))
}
else if (model.name %in% c("censReg")) {
return(rownames(.summary.object$estimate))
}
else if (model.name %in% c("mnlogit")) {
return(rownames(.summary.object$CoefTable))
}
else if (model.name %in% c("lme","nlme")) {
return(rownames(.summary.object$tTable))
}
else if (model.name %in% c("felm")) {
return(row.names(object.name$coefficients))
}
else if (model.name %in% c("maBina")) {
return(as.vector(rownames(object.name$out)))
}
else if (model.name %in% c("mlogit")) {
return(as.vector(rownames(.summary.object$CoefTable)))
}
else if (model.name %in% c("hetglm")) {
return(as.vector(names(object.name$coefficients$mean)))
}
else if (model.name %in% c("selection","heckit")) {
if (!gbl$sel.equation) {
indices <- .summary.object$param$index$betaO ### outcome equation
}
else {
indices <- .summary.object$param$index$betaS ### selection equation
}
return(as.vector(names(.summary.object$estimate[indices, 1])))
}
else if (model.name %in% c("probit.ss", "binaryChoice")) {
return(as.vector(names(.summary.object$estimate[,1])))
}
else if (model.name %in% c("coeftest")) {
return(as.vector(rownames(object.name)))
}
else if (model.name %in% c("clm")) {
if (fmt$ordered.intercepts == FALSE) { return(as.vector(names(object.name$beta))) }
else { return(c(as.vector(names(object.name$beta)), as.vector(names(object.name$alpha)))) }
}
else if (model.name %in% c("lmer", "glmer", "nlmer", "pgmm")) {
return(as.vector(rownames(.summary.object$coefficients)))
}
else if (model.name %in% c("ergm", "rem.dyad")) {
return(as.vector(names(object.name$coef)))
}
else if (model.name %in% c("betareg")) {
return(as.vector(names(object.name$coefficients$mean)))
}
else if (model.name %in% c("zeroinfl", "hurdle")) {
if (gbl$zero.component==FALSE) {
return(as.vector(names(object.name$coefficients$count)))
}
else {
return(as.vector(names(object.name$coefficients$zero)))
}
}
else if (model.name %in% c("cloglog.net", "gamma.net", "logit.net", "probit.net")) {
return(as.vector(rownames(.summary.object$coefficients)))
}
else if (model.name %in% c("rlm")) {
return(as.vector(rownames(suppressMessages(.summary.object$coefficients))))
}
else if (model.name %in% c("ologit", "oprobit", "polr()")) {
coef.temp <- as.vector(rownames(suppressMessages(.summary.object$coefficients)))
if (fmt$ordered.intercepts == FALSE) { return(coef.temp[seq(from=1, to=length(coef.temp)-(length(suppressMessages(.summary.object$lev))-1))]) }
else { return(coef.temp) }
}
else if (model.name %in% c("arima")) {
return(as.vector(names(object.name$coef)))
}
else if (model.name %in% c("multinom")) {
return(as.vector(object.name$coefnames))
}
else if (model.name %in% c("weibreg", "coxreg", "phreg", "aftreg", "bj", "cph", "Gls", "lrm", "ols", "psm", "Rq")) {
return(as.vector(names(object.name$coefficients)))
}
return(NULL)
}
.dependent.variable <-
function(object.name, model.num=1, .summary.object) {
model.name <- .get.model.name(object.name)
if (model.name %in% c("lmer", "glmer", "nlmer", "gls")) {
return(as.vector(as.character(formula(object.name))[2]))
}
if (model.name %in% c("Arima")) {
return(as.character(object.name$call$x))
}
if (model.name %in% c("fGARCH")) {
return(as.character(object.name@call$data))
}
if (model.name %in% c("multinom")) {
if (!is.null(rownames(.summary.object$coefficients))) {
return(as.vector(rownames(.summary.object$coefficients)[model.num]))
}
}
if (model.name %in% c("rem.dyad", "coeftest")) {
return(as.vector(as.character(" ")))
}
if (model.name %in% c("gmm")) {
formula <- object.name$call[2]
position <- regexpr("~", formula, fixed=T)
return( trimws(substr(formula, 1, position-1)) )
}
if (model.name %in% c("selection","heckit")) {
if (!gbl$sel.equation) {
formula <- object.name$call["outcome"] ### outcome
}
else {
formula <- object.name$call["selection"] ### outcome
}
position <- regexpr("~", formula, fixed=T)
return( trimws(substr(formula, 1, position-1)))
}
if (model.name %in% c("probit.ss","binaryChoice")) {
formula <- object.name$call["formula"]
position <- regexpr("~", formula, fixed=T)
return( trimws(substr(formula, 1, position-1)))
}
if (model.name %in% c("maBina")) {
object.name <- object.name$w
}
if (model.name %in% c("lme")) {
object.name$call$formula <- object.name$call$fixed
}
if (model.name %in% c("nlme")) {
object.name$call$formula <- object.name$call$model
}
if (!is.null(object.name$call$formula)) {
if (is.symbol(object.name$call$formula)) {
formula.temp <- as.formula(object.name)
}
else {
formula.temp <- object.name$call$formula
}
if (length(as.vector(as.character(formula.temp)))>1) {
return(as.vector(as.character(formula.temp)[2]))
}
}
if (!is.null(object.name$formula)) {
if (is.symbol(object.name$formula)) {
formula.temp <- as.formula(object.name)
}
else {
formula.temp <- object.name$formula
}
if (length(as.vector(as.character(formula.temp)))>1) { # this is for zelig$result ones
return(as.vector(as.character(formula.temp)[2]))
}
}
if (!is.null(object.name$formula2)) {
if (is.symbol(object.name$formula2)) {
formula.temp <- as.formula(object.name)
}
else {
formula.temp <- object.name$formula2
}
if (length(as.vector(as.character(formula.temp)))>1) { # z.ls
return(as.vector(as.character(formula.temp)[2]))
}
}
return("")
}
.dependent.variable.written <-
function(object.name, model.num=1) {
model.name <- .get.model.name(object.name)
if (model.name %in% c("tobit","ologit","oprobit", "relogit", "coxph","exp","lognorm","weibull","survreg()","arima",
"aftreg", "weibreg", "coxreg", "phreg", "bj", "cph", "psm")) {
written.var <- .inside.bracket(.dependent.variable(object.name))[1]
}
else if (model.name %in% c("clogit","mclogit")) {
written.var <- .inside.bracket(.dependent.variable(object.name))[2]
}
else { written.var <- .dependent.variable(object.name, model.num) }
# some formatting changes
# remove everything before and including he last dollar sign from variable name
temp <- strsplit(written.var,"$",fixed=TRUE)
written.var <- temp[[1]][length(temp[[1]])]
# if underscore or ^, etc. in variable name, then insert an escape \ before it
written.var <- .remove.special.chars(written.var)
return(written.var)
}
.enter.significance.stars <-
function(p.value, force.math=FALSE, fmt) {
if ((!is.na(p.value)) & (!is.null(p.value))) {
if (fmt$dec.mark.align == TRUE) {
c <- ""
}
else {
c <- "$"
}
if (force.math == TRUE) { c <- "$" }
cutoffs <- fmt$cutoffs[length(fmt$cutoffs):1]
stars <- fmt$stars[length(fmt$stars):1]
for (i in 1:length(cutoffs)) {
if (!is.na(cutoffs[i])) {
if (p.value < cutoffs[i]) {
cat(c,"^{",stars[i],"}",c,sep="")
break
}
}
}
}
}
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