reg.callback_comp {callback} | R Documentation |
Component model estimation
Description
Component model estimation
Usage
## S3 method for class 'callback_comp'
reg(x, method = "fgls", ...)
Arguments
x |
a |
method |
estimation method, "ols" or "fgls" (the default). |
... |
further arguments passed to or from other methods. |
Value
a list with class callback_reg
containing "config"
for the definition of the estimation method and "reg"
for the
estimation output.
The "config"
data frame includes the following elements:
family: "als" (for Asymptotic least squares).
method: "ols" for Ordinary least square, or "fgls" for Feasible generalized least squares.
model:a components model.
The list "reg"
includes the following elements (when relevant):
estim:a data frame with
c_names
for the component names,coef
, the estimated coefficients,std_coef
, the estimated standard errors,student
the Student statistics for the equality of the coefficient to 0,p_value
, the p-values of the asymptotic Student test.cova: the estimated covariance matrix of the estimator.
over_test:a data frame with the output of the overidentification test (FGLS only). The statistic is given by
stat
, the degrees of freedom bydf
and the p-value byp_value
.
References
Duguet E., Le Gall R., L'Horty Y., Petit P. (2018). How does the labour market history influence the access to hiring interviews? International Journal of Manpower, 39(4), 519-533, doi: 10.1108/IJM-09-2017-0231.
Examples
model <- list(c("license"),c("woman"),c("woman","license","inter"))
comp <- callback_comp(data = mobility1, cluster = "offer",
candid = c("gender","licenses"), callback = "callback", model = model)
reg(comp)
summary(reg(comp))