summary {BTSR}R Documentation

Summary Method of class BTSR

Description

summary method for class "btsr".

Usage

## S3 method for class 'btsr'
summary(object, ...)

## S3 method for class 'summary.btsr'
print(x, digits = max(3L, getOption("digits") - 3L),
  signif.stars = getOption("show.signif.stars"), ...)

Arguments

object

object of class "btsr".

...

further arguments passed to or from other methods.

x

an object of class "summary.btsr", usually, a result of a call to summary.btsr.

digits

minimal number of significant digits, see print.default.

signif.stars

logical. If TRUE, ‘significance stars’ are printed for each coefficient.

Details

print.summary.btsr tries to be smart about formatting the coefficients, standard errors, etc. and additionally provides ‘significance stars’.

Value

The function summary.btsr computes and returns a list of summary statistics of the fitted model given in object. Returns a list of class summary.btsr, which contains the following components:

model

the corresponding model.

call

the matched call.

residuals

the residuals of the model. Depends on the definition of error.scale. If error.scale= 1, residuals = g(y) - g(\mu). If error.scale = 0, residuals = y - \mu.

coefficients

a k \times 4 matrix with columns for the estimated coefficient, its standard error, z-statistic and corresponding (two-sided) p-value. Aliased coefficients are omitted.

aliased

named logical vector showing if the original coefficients are aliased.

sigma.res

the square root of the estimated variance of the random error

\hat\sigma^2 = \frac{1}{n-k}\sum_i{r_i^2},

where r_i is the i-th residual, residuals[i].

df

degrees of freedom, a 3-vector (k, n-k, k*), the first being the number of non-aliased coefficients, the last being the total number of coefficients.

vcov

a k \times k matrix of (unscaled) covariances. The inverse ov the information matrix.

loglik

the sum of the log-likelihood values

aic

the AIC value. AIC = -2*loglik+2*k.

bic

the BIC value. BIC = -2*loglik + log(n)*k.

hqc

the HQC value. HQC = -2*loglik + log(log(n))*k.


[Package BTSR version 0.1.5 Index]