summary.censReg: Summary Results of Censored Regression Models

Description Usage Arguments Value Author(s) See Also Examples

View source: R/summary.censReg.R

Description

These methods prepare and print summary results for censored regression models.

Usage

1
2
3
4
5
## S3 method for class 'censReg'
summary( object, ... )

## S3 method for class 'summary.censReg'
print( x, logSigma = TRUE, digits = 4, ... )

Arguments

object

object of class "censReg" (returned by censReg).

x

object of class "summary.censReg" (returned by summary.censReg).

logSigma

logical value indicating whether the variance(s) of the model should be printed logarithmized.

digits

positive integer specifiying the minimum number of significant digits to be printed (passed to printCoefmat).

...

currently not used.

Value

summary.censReg returns an object of class "summary.censReg" inheriting from class "summary.maxLik". The returned object contains the same components as objects returned by summary.maxLik and additionally the following components:

call

the matched call.

nObs

a vector containing 4 integer values: the total number of observations, the number of left-censored observations, the number of uncensored observations, and the number of right-censored observations.

Author(s)

Arne Henningsen

See Also

censReg, coef.summary.censReg, and coef.censReg

Examples

1
2
3
4
5
## Kleiber & Zeileis ( 2008 ), page 142
data( "Affairs", package = "AER" )
estResult <- censReg( affairs ~ age + yearsmarried + religiousness +
   occupation + rating, data = Affairs )
summary( estResult )

Example output

Loading required package: maxLik
Loading required package: miscTools

Please cite the 'maxLik' package as:
Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1.

If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site:
https://r-forge.r-project.org/projects/maxlik/

Please cite the 'censReg' package as:
Henningsen, Arne (2017). censReg: Censored Regression (Tobit) Models. R package version 0.5. http://CRAN.R-Project.org/package=censReg.

If you have questions, suggestions, or comments regarding the 'censReg' package, please use a forum or 'tracker' at the R-Forge site of the 'sampleSelection' project:
https://r-forge.r-project.org/projects/sampleselection/

Call:
censReg(formula = affairs ~ age + yearsmarried + religiousness + 
    occupation + rating, data = Affairs)

Observations:
         Total  Left-censored     Uncensored Right-censored 
           601            451            150              0 

Coefficients:
              Estimate Std. error t value  Pr(> t)    
(Intercept)    8.17420    2.74145   2.982  0.00287 ** 
age           -0.17933    0.07909  -2.267  0.02337 *  
yearsmarried   0.55414    0.13452   4.119 3.80e-05 ***
religiousness -1.68622    0.40375  -4.176 2.96e-05 ***
occupation     0.32605    0.25442   1.282  0.20001    
rating        -2.28497    0.40783  -5.603 2.11e-08 ***
logSigma       2.10986    0.06710  31.444  < 2e-16 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Newton-Raphson maximisation, 7 iterations
Return code 1: gradient close to zero
Log-likelihood: -705.5762 on 7 Df

censReg documentation built on May 31, 2017, 1:36 a.m.