Summary Method for an Object of Class rsqbetasandwich — summary.rsqbetasandwich • betaSandwich

Summary Method for an Object of Class rsqbetasandwich

Usage

# S3 method for rsqbetasandwich
summary(object, alpha = NULL, digits = 4, ...)

Arguments

object: Object of class rsqbetasandwich.
alpha: Numeric vector. Significance level \(\alpha\). If alpha = NULL, use the argument alpha used in object.
digits: Digits to print.
...: additional arguments.

Value

Returns a matrix of multiple correlation coefficients (R-squared and adjusted R-squared), standard errors, test statistics, degrees of freedom, p-values, and confidence intervals.

Author

Ivan Jacob Agaloos Pesigan

Examples

object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)
std <- BetaHC(object)
rsq <- RSqBetaSandwich(std)
summary(rsq)
#> Call:
#> RSqBetaSandwich(object = std)
#> 
#> Multiple correlation with HC3 standard errors:
#>        est     se      t df      p    0.05%     0.5%    2.5%  97.5%   99.5%
#> rsq 0.8045 3.9483 0.2038 42 0.8395 -13.1636  -9.8483 -7.1635 8.7725 11.4573
#> adj 0.7906 4.2303 0.1869 42 0.8527 -14.1753 -10.6231 -7.7466 9.3277 12.2043
#>      99.95%
#> rsq 14.7726
#> adj 15.7564