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