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

Summary Method for an Object of Class rsqbetasandwich

Usage

# S3 method for class '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% 99.95%
#> rsq 0.8045 0.0313 25.6916 42 0 0.6937 0.72 0.7413 0.8677 0.8890 0.9153
#> adj 0.7906 0.0336 23.5627 42 0 0.6719 0.70 0.7229 0.8583 0.8811 0.9093