summary.FRBmultireg {FRB}R Documentation

Summary Method for Objects of Class 'FRBmultireg'

Description

Summary method for objects of class FRBmultireg, and print method of the summary object.

Usage

## S3 method for class 'FRBmultireg':
summary(object, confmethod = c("BCA", "basic", "both"), ...)
## S3 method for class 'summary.FRBmultireg':
print(x, digits = 3, ...)

Arguments

object an R object of class FRBmultireg, typically created by FRBmultiregS, FRBmultiregMM or FRBmultiregGS
confmethod which kind of bootstrap confidence intervals to be displayed: 'BCA'= bias corrected and accelerated method, 'basic'= basic bootstrap method, 'both'=both kinds of confidence intervals
x an R object of class summary.FRBmultireg, resulting for example from summary(FRBmultiregS(),...)
digits number of digits for printing (defaulting to 3)
... potentially more arguments to be passed to methods

Details

The print method displays the components of the summary object, practically as listed in the Value section.

Value

summary returns an object of class summary.FRBmultireg, which is a list containing:

responses the names of the response variables in the fitted model
covariates the names of the covariates (predictors) in the fitted model
Betawstd a data frame containing the coefficient estimates and their bootstrap standard errors
Sigma estimate for the error covariance matrix
limits.bca a list with for each response variable a matrix containing the lower and upper limits of the BCa confidence intervals (only present when confmethod="BCA" or confmethod="both")
limits.basic a list with for each response variable a matrix containing the lower and upper limits of the basic bootstrap confidence intervals (only present when confmethod="basic" or confmethod="both")
method multivariate regression method that was used
conf confidence level that was used

Author(s)

Gert Willems and Ella Roelant

See Also

FRBmultiregS, FRBmultiregMM, FRBmultiregGS, print.FRBmultireg, plot.FRBmultireg

Examples


data(schooldata)
school.x <- data.matrix(schooldata[,1:5])
school.y <- data.matrix(schooldata[,6:8])

MMres <- FRBmultiregMM(school.x, school.y, R=999, conf = 0.99)
summary(MMres)  # -> print.summary.FRBmultireg() method

GSres <- FRBmultiregGS(school.x, school.y, bdp = 0.25)
summary(GSres, confmethod="both")  # -> print.summary.FRBmultireg() method


[Package FRB version 1.4 Index]