summary.tlm {hett}

summary method for class "tlm"

Description

Summarizes the heteroscedastic t regression object

Usage

## S3 method for class 'tlm'
summary(object, correlation = FALSE, ...)
## S3 method for class 'summary.tlm'
print(x, ...) 

Arguments

object

heteroscedastic t regression object called from tlm()

x

an object of class "summary.tlm" containing the values below

correlation

should the calaculation of the parameter correlation matrix be supressed. If the fit includes a location and a scale formula then both correlation matrices are printed. The default is FALSE.

...

arguments passed to or from other methods

Details

The table summary produced by this function should be used with caution. A more appropriate test between nested models is to use the score statistic function tscore.

Value

a list containing the following components:

loc.summary

an object containing a list of objects that summarize the location model

scale.summary

an object containing a list of objects that summarize the scale model

iter

the number of iterations of the algorithm

dof

value of the fixed or estimated degrees of freedom

dofse

the standard error associated with the degrees of freedom if estimated

logLik

the maximised log-likelihood

method

the method used to maximize the likelihood

endTime

the time taken for the algorithm to converge

Author(s)

Julian Taylor

See Also

tsum, tlm

Examples

data(mm, package = "hett")
attach(mm)

## fit a model with heteroscedasticity and estimating the degrees of freedom

tfit2 <- tlm(m.marietta ~ CRSP, ~ CRSP, data = mm, start = list(dof =
3), estDof = TRUE)
summary(tfit2)