- coefficients
parameter estimates, from the stage-2 regression.
- residuals
vector of model residuals.
- residuals1
matrix of residuals from the stage-1 regression.
- residuals2
vector of residuals from the stage-2 regression.
- fitted.values
vector of predicted means for the response.
- weights
either the vector of weights used (if any) or NULL
(if none).
- offset
either the offset used (if any) or NULL
(if none).
- estfun
a matrix containing the empirical estimating functions.
- n
number of observations.
- nobs
number of observations with non-zero weights.
- p
number of columns in the model matrix x of regressors.
- q
number of columns in the instrumental variables model matrix z
- rank
numeric rank of the model matrix for the stage-2 regression.
- df.residual
residual degrees of freedom for fitted model.
- cov.unscaled
unscaled covariance matrix for the coefficients.
- sigma
residual standard deviation.
- qr
QR decomposition for the stage-2 regression.
- qr1
QR decomposition for the stage-1 regression.
- rank1
numeric rank of the model matrix for the stage-1 regression.
- coefficients1
matrix of coefficients from the stage-1 regression.
- df.residual1
residual degrees of freedom for the stage-1 regression.
- exogenous
columns of the "regressors"
matrix that are exogenous.
- endogenous
columns of the "regressors"
matrix that are endogenous.
- instruments
columns of the "instruments"
matrix that are
instruments for the endogenous variables.
- method
the method used for the stage 1 and 2 regressions, one of "OLS"
,
"M"
, or "MM"
.
- rweights
a matrix of robustness weights with columns for each of the stage-1
regressions and for the stage-2 regression (in the last column) if the fitting method is
"M"
or "MM"
, NULL
if the fitting method is "OLS"
.
- hatvalues
a matrix of hatvalues. For method = "OLS"
, the matrix consists of two
columns, for each of the stage-1 and stage-2 regression; for method = "M"
or "MM"
,
there is one column for each stage=1 regression and for the stage-2 regression.
- df.residual
residual degrees of freedom for fitted model.
- call
the original function call.
- formula
the model formula.
- na.action
function applied to missing values in the model fit.
- terms
a list with elements "regressors"
and "instruments"
containing the terms objects for the respective components.
- levels
levels of the categorical regressors.
- contrasts
the contrasts used for categorical regressors.
- model
the full model frame (if model = TRUE
).
- y
the response vector (if y = TRUE
).
- x
a list with elements "regressors"
, "instruments"
, "projected"
,
containing the model matrices from the respective components (if x = TRUE
).
"projected"
is the matrix of regressors projected on the image of the instruments.