summary: Summary Method for Fitted Models

Description

The method computes summary statistics for estimated semiparametric and causal models.

Usage

# S3 method for cslse
summary(object, ...)
# S3 method for cslseFit
summary(object, vcov.=vcovHC, ...)
# S3 method for slseFit
summary(object, vcov.=vcovHC, ...)

Value

The function summary.slseFit returns the summary statistics of the least squares estimation of slseModel objects estimated by estSLSE. It is an object of class summary.slseFit, which is a list with the following elements:

model: The slseModel model being estimated.
lseSum: An object of class summary.lm.

The function summary.cslseFit returns an object of class summary.cslseFit, which is a list of summary.slseFit objects, one for each treatment group.

The function summary.cslse returns the summary statistics of the causal effect estimates. It is an object of class summary.cslse, which is a list with the following elements:

causal: A matrix with the causal effect estimates in the first column, their standard errors in the second, their t-ratios in the third and p-values in the fourth.
lse: A list of summary.slseFit objects, one for each treatment group.

Arguments

object: A model estimated by estSLSE or causalSLSE.
vcov.: A function to compute the strandard error of the least squares coefficients. The default is vcovHC.
...: Argument for other types of objects

Examples

Run this code


## A causal semiparametric model with causal effect estimates 

data(simDat3)
mod1 <- cslseModel(Y ~ Z | ~ X1 * X2, data = simDat3)
CE <- causalSLSE(mod1, selType = "BLSE")
summary(CE)

## A causal semiparametric model

fit <- estSLSE(mod1)
summary(fit)

## A semiparametric model

mod2 <- slseModel(Y ~ X1 * X2, data = simDat3)
fit2 <- estSLSE(mod2)
summary(fit2)

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