RSqBetaSandwich {betaSandwich}

Estimate Multiple Correlation Coefficients (R-squared and adjusted R-squared) and the Corresponding Sampling Covariance Matrix

Description

Estimate Multiple Correlation Coefficients (R-squared and adjusted R-squared) and the Corresponding Sampling Covariance Matrix

Usage

RSqBetaSandwich(object, alpha = c(0.05, 0.01, 0.001))

Arguments

object

Object of class betasandwich, that is, the output of the BetaHC(), BetaN(), or BetaADF() functions.

alpha

Numeric vector. Significance level \alpha.

Value

Returns an object of class rsqbetasandwich which is a list with the following elements:

call

Function call.

fit

The argument object.

args

Function arguments.

vcov

Sampling covariance matrix of multiple correlation coefficients (R-squared and adjusted R-squared).

est

Vector of multiple correlation coefficients (R-squared and adjusted R-squared).

Author(s)

Ivan Jacob Agaloos Pesigan

See Also

Other Beta Sandwich Functions: BetaADF(), BetaHC(), BetaN(), DiffBetaSandwich()

Examples

object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)
std <- BetaHC(object)
rsq <- RSqBetaSandwich(std)
# Methods -------------------------------------------------------
print(rsq)
summary(rsq)
coef(rsq)
vcov(rsq)
confint(rsq, level = 0.95)