summary {GRCRegression}

Summary of estimates.

Description

A summary of estimates for the class GRCglm.P.

Usage

## S3 method for class 'GRCglm.P'
summary(object, level = 0.95, ...)

Arguments

object

An object of class “GRCglm.P”.

level

Level of confidence.

...

Reserved parameter for matching other summary methods.

Value

FisherInfo

The observed Fisher information matrix.

stdErr

Estimated standard error.

ci

Confidence intervals of the estimated coefficients.

WOGRCStdErr

Estimated standard error for comparision, with Fisher information matrix computed using exact enumeration of counts.

zValue

Z-score of the estimated coefficients.

sigLevel

P-value of the estimated coefficients.

Examples

set.seed(123)
tp <- genData.P(beta = c(0.5, -1, 1), data.size = 120, scheme = c(0:3, 5, 8),
  scope.lambda = c(1, 10))
a <- GRCglm.P(y = tp$y, x1 = tp$x, scheme = c(0:3, 5, 8))
b <- summary(a)