coef_test reports t-tests for each coefficient estimate in a fitted
linear regression model, using a sandwich estimator for the standard errors
and a small sample correction for the p-value. The small-sample correction is
based on a Satterthwaite approximation or a saddlepoint approximation.
coef_test(obj, vcov, test = "Satterthwaite", ...)Fitted model for which to calculate t-tests.
Variance covariance matrix estimated using vcovCR or a
character string specifying which small-sample adjustment should be used to
calculate the variance-covariance.
Character vector specifying which small-sample corrections to
calculate. "z" returns a z test (i.e., using a standard normal
reference distribution). "naive-t" returns a t test with m -
1 degrees of freedom. "Satterthwaite" returns a Satterthwaite
correction. "saddlepoint" returns a saddlepoint correction. Default
is "Satterthwaite".
Further arguments passed to vcovCR, which are only
needed if vcov is a character string.
A data frame containing estimated regression coefficients, standard errors, and test results. For the Satterthwaite approximation, degrees of freedom and a p-value are reported. For the saddlepoint approximation, the saddlepoint and a p-value are reported.