summary.tlm {hett} | R Documentation |
Summarizes the heteroscedastic t regression object
## S3 method for class 'tlm': summary(object, correlation = FALSE, ...) ## S3 method for class 'summary.tlm': print(x, ...)
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 |
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
.
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 |
Julian Taylor
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)