summary.eivlm {eivtools}

summary method for objects of class eivlm.

Description

Computes summary quantities for a model of class eivlm. The computations include some quantities for the standard regression model (uncorrected for covariate measurement error), as well as quantities relevant to the EIV model.

Usage

## S3 method for class 'eivlm'
summary(object, correlation = FALSE, symbolic.cor = FALSE, ...)

Arguments

object

A model object of class eivlm.

correlation, symbolic.cor, ...

See help for summary.lm

Value

An list object of class summary.eivlm with components:

residuals, fitted.values, N, latent_resvar, vcov, relnames, coefficients

See eivreg.

call, terms, aliased, df, coefficients

See summary.lm.

reliability

If reliability is specified in model fit.

Sigma_error

If Sigma_error is specified in model fit.

symbolic.cor

If symbolic.cor is specified in call to function.

latent_R2

Maximum likelihood estimate of R-squared for regression of Y on (X,Z). NOTE: This is not the R-squared of the fitted regression of Y on (W,Z).

latent_R2_dfadj

Estimate of R-squared for regression of Y on (X,Z) adjusted by number of estimated regression parameters.

OTHER

The object also includes components unadj_residuals, unadj_coefficients, unadj_sigma, unadj_r.squared, unadj_adj.r.squared, unadj_fstatistic and unadj_cov.unscaled that are computed from the "unadjusted" regression model that ignores measurement error; see summary.lm. Also, additional components will be included if either weights or cluster_varname is specified in the call to eivlm; see that help file for details.

Author(s)

J.R. Lockwood [e-mail]

See Also

The model fitting function eivreg, summary.

Function coef will extract the matrix of coefficients with standard errors, t-statistics and p-values.