vcov.ivreg

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Methods for "ivreg" Objects

Various methods for processing "ivreg" objects; for diagnostic methods, see ivregDiagnostics.

Usage
# 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, ...)

Arguments
object, object2, model, mod

An object of class "ivreg".

...

arguments to pass down.

x

An object of class "ivreg" or "summary.ivreg".

component

For terms, "regressors", "instruments", or "full"; for model.matrix, "projected", "regressors", or "instruments"; for formula, "regressors", "instruments", or "complete".

newdata

Values of predictors for which to obtain predicted values.

type

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.action

na method to apply to predictor values for predictions; default is na.pass.

digits

For printing.

vcov.

Optional coefficient covariance matrix, or a function to compute the covariance matrix, to use in computing the model summary.

df

Optional residual degrees of freedom to use in computing model summary.

diagnostics

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.

signif.stars

Show "significance stars" in summary output.

test, test.statistic

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.

formula.

To update model.

evaluate

If TRUE, the default, the updated model is evaluated; if FALSE the updated call is returned.

focal.predictors

Focal predictors for effect plot, see Effect.

hypothesis.matrix, rhs

For formulating a linear hypothesis; see the documentation for linearHypothesis for details.

See Also

ivreg, ivreg.fit, ivregDiagnostics

Aliases
  • vcov.ivreg
  • ivregMethods
  • bread.ivreg
  • estfun.ivreg
  • terms.ivreg
  • model.matrix.ivreg
  • predict.ivreg
  • print.ivreg
  • summary.ivreg
  • print.summary.ivreg
  • anova.ivreg
  • update.ivreg
  • residuals.ivreg
  • Effect.ivreg
  • formula.ivreg
  • find_formula.ivreg
  • alias.ivreg
  • qr.ivreg
  • vcovHC.ivreg
  • model.matrix.ivreg_projected
  • Anova.ivreg
  • linearHypothesis.ivreg
Documentation reproduced from package ivreg, version 0.5-0, License: GPL (>= 2)

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