1% Generated by roxygen2: do not edit by hand
2% Please edit documentation in R/est_plm.list.R, R/tool_methods.R
3\name{summary.plm.list}
4\alias{summary.plm.list}
5\alias{coef.summary.plm.list}
6\alias{print.summary.plm.list}
7\alias{summary.plm}
8\alias{print.summary.plm}
9\title{Summary for plm objects}
10\usage{
11\method{summary}{plm.list}(object, ...)
12
13\method{coef}{summary.plm.list}(object, eq = NULL, ...)
14
15\method{print}{summary.plm.list}(
16  x,
17  digits = max(3, getOption("digits") - 2),
18  width = getOption("width"),
19  ...
20)
21
22\method{summary}{plm}(object, vcov = NULL, ...)
23
24\method{print}{summary.plm}(
25  x,
26  digits = max(3, getOption("digits") - 2),
27  width = getOption("width"),
28  subset = NULL,
29  ...
30)
31}
32\arguments{
33\item{object}{an object of class \code{"plm"},}
34
35\item{\dots}{further arguments.}
36
37\item{eq}{the selected equation for list objects}
38
39\item{x}{an object of class \code{"summary.plm"},}
40
41\item{digits}{number of digits for printed output,}
42
43\item{width}{the maximum length of the lines in the printed output,}
44
45\item{vcov}{a variance--covariance matrix furnished by the user or
46a function to calculate one (see \strong{Examples}),}
47
48\item{subset}{a character or numeric vector indicating a subset of
49the table of coefficients to be printed for
50\code{"print.summary.plm"},}
51}
52\value{
53An object of class \code{c("summary.plm", "plm", "panelmodel")}.  Some of its elements are carried over from the
54associated plm object and described there
55(\code{\link[=plm]{plm()}}). The following elements are new or changed
56relative to the elements of a plm object:
57
58\item{fstatistic}{'htest' object: joint test of significance of
59coefficients (F or Chi-square test) (robust statistic in case of
60supplied argument \code{vcov}, see \code{\link[=pwaldtest]{pwaldtest()}} for details),}
61
62\item{coefficients}{a matrix with the estimated coefficients,
63standard errors, t--values, and p--values, if argument \code{vcov} was
64set to non-\code{NULL} the standard errors (and t-- and p--values) in
65their respective robust variant,}
66
67\item{vcov}{the "regular" variance--covariance matrix of the coefficients (class "matrix"),}
68
69\item{rvcov}{only present if argument \code{vcov} was set to non-\code{NULL}:
70the furnished variance--covariance matrix of the coefficients
71(class "matrix"),}
72
73\item{r.squared}{a named numeric containing the R-squared ("rsq")
74and the adjusted R-squared ("adjrsq") of the model,}
75
76\item{df}{an integer vector with 3 components, (p, n-p, p*), where
77p is the number of estimated (non-aliased) coefficients of the
78model, n-p are the residual degrees of freedom (n being number of
79observations), and p* is the total number of coefficients
80(incl. any aliased ones).}
81}
82\description{
83The summary method for plm objects generates some more information about
84estimated plm models.
85}
86\details{
87The \code{summary} method for plm objects (\code{summary.plm}) creates an
88object of class \code{c("summary.plm", "plm", "panelmodel")} that
89extends the plm object it is run on with various information about
90the estimated model like (inferential) statistics, see
91\strong{Value}. It has an associated print method
92(\code{print.summary.plm}).
93}
94\examples{
95
96data("Produc", package = "plm")
97zz <- plm(log(gsp) ~ log(pcap) + log(pc) + log(emp) + unemp,
98          data = Produc, index = c("state","year"))
99summary(zz)
100
101# summary with a furnished vcov, passed as matrix, as function, and
102# as function with additional argument
103data("Grunfeld", package = "plm")
104wi <- plm(inv ~ value + capital,
105          data = Grunfeld, model="within", effect = "individual")
106summary(wi, vcov = vcovHC(wi))
107summary(wi, vcov = vcovHC)
108summary(wi, vcov = function(x) vcovHC(x, method = "white2"))
109
110# extract F statistic
111wi_summary <- summary(wi)
112Fstat <- wi_summary[["fstatistic"]]
113
114# extract estimates and p-values
115est <- wi_summary[["coefficients"]][ , "Estimate"]
116pval <- wi_summary[["coefficients"]][ , "Pr(>|t|)"]
117
118# print summary only for coefficent "value"
119print(wi_summary, subset = "value")
120
121}
122\seealso{
123\code{\link[=plm]{plm()}} for estimation of various models; \code{\link[=vcovHC]{vcovHC()}} for
124an example of a robust estimation of variance--covariance
125matrix; \code{\link[=r.squared]{r.squared()}} for the function to calculate R-squared;
126\code{\link[stats:print.power.htest]{stats::print.power.htest()}} for some information about class
127"htest"; \code{\link[=fixef]{fixef()}} to compute the fixed effects for "within"
128(=fixed effects) models and \code{\link[=within_intercept]{within_intercept()}} for an
129"overall intercept" for such models; \code{\link[=pwaldtest]{pwaldtest()}}
130}
131\author{
132Yves Croissant
133}
134\keyword{regression}
135