It creates and displays the results of an estimation returned by sfaendog.
# S3 method for sfaendog
summary(object, all = FALSE, …)# S3 method for summary.sfaendog
print(x, digits = max(3, getOption("digits") - 3),
signif.stars = getOption("show.signif.stars"), …)
An object of class 'sfaendog' returned by the function
sfaendog.
An object of class 'summary.sfaendog' returned by the function
summary.
Logical. If FALSE (default), only ‘Step1’ results, Fisher test
results for the strength of external instrumental variables, and ‘Step4’ results
are returned.
If all = TRUE, summary of all ‘Steps’ in sfaendog are returned.
Logical. If TRUE, significance stars are printed.
The minimum number of significant digits to be printed in values.
Currently not used.
A list of class 'summary.sfaendog' is returned, containing the number of
observations, the parameter estimates, standard errors, t-values and p-values.
More precisely:
The list of summary statistics of ‘Step1’ OLS estimation of the endogenous input.
A list containing the names of the variables used as external instrumental
variables in the estimation, and the results (i.e. F-value and Pr(>F))
of the Fisher test on the strength of these external instrumental variables.
The list of summary statistics of ‘Step2’ NLS estimation of the stochastic frontier production model.
The list of summary statistics of ‘Step3’ GMM estimation of the
stochastic frontier production model. The name of the endogenous input (wrapped with
‘*’) is also returned.
The list of summary statistics of ‘Step4’ GMM estimation of the
stochastic frontier production model. In addition, it also returns the name of the
endogenous input (wrapped with ‘*’ in the result table) indicating
that the predicted value from Step1 is used.
Information on convergence is also provided with Step3 and Step4 results, where Convergence code = 0 indicates successful completion (see optim).
print.summary.sfaendog tries to be smart about formatting the coefficients,
standard errors, etc. and additionally gives significance stars if
signif.stars is TRUE.
sfaendog, for the model fitting function.