summary.nlreg: Summary Method for Nonlinear Heteroscedastic Models

Description

Returns a summary list for a fitted nonlinear heteroscedastic model.

Usage

## S3 method for class 'nlreg':
summary(object, observed = TRUE, correlation = FALSE, 
        digits = NULL, \dots)

Arguments

object

a fitted nlreg object. This is assumed to be the result of some fit that produces an object inheriting from the class nlreg, in the sense that the components returned by the

observed

logical argument. If TRUE, the observed information is used to calculate the covariance matrix, the expected information otherwise. The default is TRUE.

correlation

logical argument. If TRUE, the correlation matrix for the parameter estimates is computed; default is TRUE.

digits

the number of significant digits to be printed.

...

absorbs any additional argument.

Value

A list is returned with the following components:
coefficientsa matrix with four columns, containing the MLEs of the regression coefficients, their standard errors, the $z$-value (or Wald statistic) and the associated $p$-value based on the standard normal approximation to the distribution of the $z$ statistic.
varPara matrix with two columns, containing the MLEs of the variance parameters and their standard errors.
offseta numerical vector with a single named element indicating the parameter of interest and the value to which it was fixed while fitting the nonlinear model.
residualsthe response residuals from the fit.
covariancethe (asymptotic) covariance matrix for the parameter estimates.
correlationthe (asymptotic) correlation matrix for the parameter estimates.
logLikthe log likelihood from the fit.
callan image of the call that produced the nlreg object, but with the arguments all named.
digitsthen number of significant digits to be printed.
wsthe ws component of the nlreg object.

Details

This function is a method for the generic function summary for class nlreg. It can be invoked by calling summary for an object of the appropriate class, or directly by calling summary.nlreg regardless of the class of the object.

Examples

Run this code

data(metsulfuron)
metsulfuron.nl <- 
    nlreg( formula = log(area) ~ log( b1+(b2-b1) / (1+(dose/b4)^b3) ), 
           weights = ~ ( 1+dose^exp(g) )^2, data = metsulfuron, 
           start = c(b1 = 138, b2 = 2470, b3 = 2, b4 = 0.07, g = log(0.3)),
           hoa = TRUE )
##
summary( metsulfuron.nl, digits = 3 )
##
print( summary( metsulfuron.nl )$cov, digits = 3 )
print( summary( metsulfuron.nl, observed = FALSE )$cov, digits = 3 )