Glance at a(n) ivreg object
Glance accepts a model object and returns a tibble::tibble()
with exactly one row of model summaries. The summaries are typically
goodness of fit measures, p-values for hypothesis tests on residuals,
or model convergence information.
Glance never returns information from the original call to the modeling function. This includes the name of the modeling function or any arguments passed to the modeling function.
Glance does not calculate summary measures. Rather, it farms out these
computations to appropriate methods and gathers the results together.
Sometimes a goodness of fit measure will be undefined. In these cases
the measure will be reported as NA.
Glance returns the same number of columns regardless of whether the
model matrix is rank-deficient or not. If so, entries in columns
that no longer have a well-defined value are filled in with an NA
of the appropriate type.
## S3 method for class 'ivreg' glance(x, diagnostics = FALSE, ...)
x |
An |
diagnostics |
Logical indicating whether or not to return the Wu-Hausman and Sargan diagnostic information. |
... |
Additional arguments. Not used. Needed to match generic
signature only. Cautionary note: Misspelled arguments will be
absorbed in |
This tidier currently only supports ivreg-classed objects
outputted by the AER package. The ivreg package also outputs
objects of class ivreg, and will be supported in a later release.
A tibble::tibble() with exactly one row and columns:
adj.r.squared |
Adjusted R squared statistic, which is like the R squared statistic except taking degrees of freedom into account. |
df |
Degrees of freedom used by the model. |
df.residual |
Residual degrees of freedom. |
nobs |
Number of observations used. |
r.squared |
R squared statistic, or the percent of variation explained by the model. Also known as the coefficient of determination. |
sigma |
Estimated standard error of the residuals. |
statistic |
Wald test statistic. |
p.value |
P-value for the Wald test. |
Beginning 0.7.0, glance.ivreg returns statistics for the
Wu-Hausman test for endogeneity and the Sargan test of
overidentifying restrictions. Sargan test values are returned as NA
if the number of instruments is not greater than the number of
endogenous regressors.
Other ivreg tidiers:
augment.ivreg(),
tidy.ivreg()
if (requireNamespace("AER", quietly = TRUE)) {
library(AER)
data("CigarettesSW", package = "AER")
ivr <- ivreg(
log(packs) ~ income | population,
data = CigarettesSW,
subset = year == "1995"
)
summary(ivr)
tidy(ivr)
tidy(ivr, conf.int = TRUE)
tidy(ivr, conf.int = TRUE, instruments = TRUE)
augment(ivr)
augment(ivr, data = CigarettesSW)
augment(ivr, newdata = CigarettesSW)
glance(ivr)
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