summary.miive: Summary information for a MIIV estimation object

View source: R/summary.miive.R

summary.miiveR Documentation

Summary information for a MIIV estimation object

Description

Summary information for a MIIV estimation object

Usage

## S3 method for class 'miive'
summary(object, eq.info = FALSE, restrict.tests = FALSE, rsquare = FALSE, ...)

Arguments

object

An object of class miive

eq.info

A logical indicating whether equation-specific information should be printed. Useful in models with large numbers of variables.

restrict.tests

A logical indicating whether two test statistics for a large-sample wald test of linaer hypotheses imposed on the MIIV-2SLS coefficient matrix should be provided. The first statistic is an approximate F and the second is Chi-square. Assumptions and additional details for each test are given by Greene (2000, p. 346-347) and Henningsen and Hamman (2007).

rsquare

A logical indicating whether R-square values for endogeneous variables are included in the output. Only available when var.cov is TRUE.

...

Optional arguments to summary, not used by user.

References

Greene, W. H. (2000). Econometric analysis. Upper Saddle River, N.J: Prentice Hall.

Henningsen, A., and Hamann, J.D. (2007). systemfit: A Package for Estimating Systems of Simultaneous Equations in R. Journal of Statistical Software 23(4), 1-40.


zackfisher/MIIVsem documentation built on March 11, 2024, 11:34 a.m.