Nothing
`summary.splm` <-
function(object,...){
## summary method for splm objects
## adds incrementally to the model object, as summary.plm does
## structure remains the same for all type but 'spsegm' (symultaneous equations requires a special printing)
## to date, only balanced panels are allowed for 'splm'
balanced <- TRUE #attr(object,"pdim")$balanced
model.name <- object$type #attr(object,"pmodel")$model
effect <- "individual" #attr(object,"pmodel")$effect
est.meth <- object$est.meth
## make coefficients' table if vcov exist
if (!is.null(object$vcov)) {
std.err <- sqrt(diag(object$vcov))
#if(object$type == "fixed effects sarar") std.err <- c(object$se.spat, sqrt(diag(object$vcov)))
#vcov(object) doesn't work
b <- coefficients(object)
z <- b/std.err
p <- 2*pnorm(abs(z),lower.tail=FALSE)
CoefTable <- cbind(b,std.err,z,p)
colnames(CoefTable) <- c("Estimate","Std. Error","t-value","Pr(>|t|)")
object$CoefTable <- CoefTable
}
else {
object$CoefTable <- cbind(coefficients(object))
colnames(object$CoefTable) <- c("Estimate")
}
# if (object$type == "fixed effects error" && object$method != "eigen") {
# lambda <- object$spat.coef
# object$lambda <- lambda
# }
if (grepl("(GM estimation)", object$type)) {
lambda <- object$rho
#print(lambda)
object$lambda <- lambda
}
## make AR coefficient of y's table
if(!is.null(object$vcov.arcoef)) {
std.err1 <- sqrt(diag(object$vcov.arcoef))
ar <- object$arcoef
z <- ar/std.err1
p <- 2*pnorm(abs(z),lower.tail=FALSE)
ARCoefTable <- cbind(ar,std.err1,z,p)
colnames(ARCoefTable) <- c("Estimate","Std. Error","t-value","Pr(>|t|)")
object$ARCoefTable <- ARCoefTable
}
## make error comps' table
if(!is.null(object$vcov.errcomp)) {
std.err2 <- sqrt(diag(object$vcov.errcomp))
ec <- object$errcomp
z <- ec/std.err2
p <- 2*pnorm(abs(z),lower.tail=FALSE)
ErrCompTable <- cbind(ec,std.err2,z,p)
colnames(ErrCompTable) <- c("Estimate","Std. Error","t-value","Pr(>|t|)")
object$ErrCompTable <- ErrCompTable
}
object$ssr <- sum(residuals(object)^2)
object$tss <- tss(object$model[[1]])
object$rsqr <- 1-object$ssr/object$tss
object$est.meth <- est.meth
object$fstatistic <- "nil" #Ftest(object)
class(object) <- c("summary.splm","splm")
object
}
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