lfe (version 2.5-1998)

summary: Summarize felm model fits

Description

summary method for class "felm".

Usage

"summary"(object, ..., robust = !is.null(object$clustervar), lhs = NULL)

Arguments

object

an object of class "felm", a result of a call to felm.

...

further arguments passed to or from other methods.

robust

logical. Use robust standard errors. See notes.

lhs

character. If multiple left hand sides, specify the name of the one to obtain a summary for.

Value

The function summary.felm returns an object of class "summary.felm". It is quite similar to en "summary.lm" object, but not entirely compatible.The "summary.felm" object is a list containing the following fields:

residuals

a numerical vector. The residuals of the full system, with dummies.

p

an integer. The total number of coefficients, including those projected out.

Pp

an integer. The number of coefficients, excluding those projected out.

coefficients

a Pp x 4 matrix with columns for the estimated coefficients, their standard errors, t-statistic and corresponding (two-sided) p-value.

rse

residual standard error.

r2

R^2, the fraction of variance explained by the model.

r2adj

Adjusted R^2.

fstat

F-statistic.

pval

P-values.

P.fstat

Projected F-statistic. The result of a call to waldtest

fe

list of factors. A list of the terms in the second part of the model.

lhs.

character. If object is the result of an estimation with multiple left hand sides, the actual argument lhs will be copied to this field.

iv1fstat

F-statistic for excluded instruments in 1. step IV, see felm.

iv1pval

P-value for iv1fstat.

See Also

waldtest