"ivreg"
ObjectsVarious methods for processing "ivreg"
objects; for diagnostic methods,
see ivregDiagnostics
.
# S3 method for ivreg
vcov(object, ...)bread.ivreg(x, ...)
estfun.ivreg(x, ...)
vcovHC.ivreg(x, ...)
# S3 method for ivreg
terms(x, component = c("regressors", "instruments", "full"), ...)
# S3 method for ivreg
model.matrix(
object,
component = c("regressors", "projected", "instruments"),
...
)
# S3 method for ivreg_projected
model.matrix(object, ...)
# S3 method for ivreg
predict(
object,
newdata,
type = c("response", "terms"),
na.action = na.pass,
...
)
# S3 method for ivreg
print(x, digits = max(3, getOption("digits") - 3), ...)
# S3 method for ivreg
summary(object, vcov. = NULL, df = NULL, diagnostics = TRUE, ...)
# S3 method for summary.ivreg
print(
x,
digits = max(3, getOption("digits") - 3),
signif.stars = getOption("show.signif.stars"),
...
)
# S3 method for ivreg
anova(object, object2, test = "F", vcov. = NULL, ...)
# S3 method for ivreg
update(object, formula., ..., evaluate = TRUE)
# S3 method for ivreg
residuals(
object,
type = c("response", "projected", "regressors", "working", "deviance", "pearson",
"partial"),
...
)
Effect.ivreg(focal.predictors, mod, ...)
# S3 method for ivreg
formula(x, component = c("complete", "regressors", "instruments"), ...)
find_formula.ivreg(x, ...)
# S3 method for ivreg
Anova(mod, test.statistic = c("F", "Chisq"), ...)
# S3 method for ivreg
linearHypothesis(
model,
hypothesis.matrix,
rhs = NULL,
test = c("F", "Chisq"),
...
)
# S3 method for ivreg
alias(object, ...)
# S3 method for ivreg
qr(x, ...)
An object of class "ivreg"
.
arguments to pass down.
An object of class "ivreg"
or "summary.ivreg"
.
For terms
, "regressors"
, "instruments"
, or "full"
;
for model.matrix
, "projected"
, "regressors"
, or "instruments"
;
for formula
, "regressors"
, "instruments"
, or "complete"
.
Values of predictors for which to obtain predicted values.
For predict
, one of "response"
(the default) or "terms"
;
for residuals
, one of "response"
(the default), "projected"
, "regressors"
,
"working"
, "deviance"
, "pearson"
, or "partial"
;
type = "working"
and "response"
are equivalent, as are
type = "deviance"
and "pearson"
.
na
method to apply to predictor values for predictions; default is na.pass
.
For printing.
Optional coefficient covariance matrix, or a function to compute the covariance matrix, to use in computing the model summary.
Optional residual degrees of freedom to use in computing model summary.
Report 2SLS "diagnostic" tests in model summary (default is TRUE
).
These tests are not to be confused with the regression diagnostics provided elsewhere in the ivreg
package: see ivregDiagnostics
.
Show "significance stars" in summary output.
Test statistics for ANOVA table computed by anova()
, Anova()
,
or linearHypothesis()
. Only test = "F"
is supported by anova()
; this is also
the default for Anova()
and linearHypothesis()
, which also allow test = "Chisq"
for
asymptotic tests.
To update model.
If TRUE
, the default, the updated model is evaluated; if FALSE
the updated call is returned.
Focal predictors for effect plot, see Effect
.
For formulating a linear hypothesis; see the documentation
for linearHypothesis
for details.