summary.kclass: S3 summary method for 'kclass' objects

Description Usage Arguments Value

View source: R/s3_methods.R

Description

S3 summary method for 'kclass' objects

Usage

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## S3 method for class 'kclass'
summary(object, vcov. = NULL, df = NULL,
  errors = c("standard", "const", "robust", "bw", "white", "HAC", "CSE", "HC",
  "HC0", "HC1", "HC2", "HC3", "HC4", "HC4m", "HC5"), ...)

Arguments

object

a model object of class 'kclass'

vcov.

a function or matrix.

df

the degrees of freedom.

errors

convenience method for calculating adjusted standard errors. Use robust for heterskedastic-robust errors, bw for autocorrelation- robust errors, white for White's estimator. bekker provides Bekker's adjusted standard errors (see Bekker 1994), while CSE provides the corrected standard errors of Hansen, Hausman, and Newey 2004. Other allowed options include any of the type options available in sandwich{vcovHC}.

...

other parameters passed to print function.

robust

logical to report robust sandwich estimator standard errors. These are heteroskedastic robust.

bw

logical to report XX standard errors. These are autocorrelation robust. Setting both robust and bw to TRUE reports standard errors that are both heteroskedastic and autocorrelation robust.

Value

a list object containing the following values:

value explanation

potterzot/rkclass documentation built on May 25, 2019, 11:24 a.m.