summary.genpeer {QuantilePeer}R Documentation

Summary for the Estimation of Quantile Peer Effects Models

Description

Summary and print methods for the class qpeer.

Usage

## S3 method for class 'genpeer'
summary(
  object,
  fullparameters = TRUE,
  diagnostic = FALSE,
  diagnostics = FALSE,
  ...
)

## S3 method for class 'summary.genpeer'
print(x, ...)

## S3 method for class 'genpeer'
print(x, ...)

## S3 method for class 'linpeer'
summary(
  object,
  fullparameters = TRUE,
  diagnostic = FALSE,
  diagnostics = FALSE,
  ...
)

## S3 method for class 'summary.linpeer'
print(x, ...)

## S3 method for class 'linpeer'
print(x, ...)

## S3 method for class 'qpeer'
summary(
  object,
  fullparameters = TRUE,
  diagnostic = FALSE,
  diagnostics = FALSE,
  ...
)

## S3 method for class 'summary.qpeer'
print(x, ...)

## S3 method for class 'qpeer'
print(x, ...)

Arguments

object

An object of class qpeer.

fullparameters

A logical value indicating whether all parameters should be summarized (may be useful for the structural model).

diagnostics, diagnostic

Logical. Should diagnostic tests for the instrumental-variable regression be performed? These include an F-test of the first-stage regression for weak instruments, a Wu-Hausman test for endogeneity, and a Hansen's J-test for overidentifying restrictions (only if there are more instruments than regressors).

...

Further arguments passed to or from other methods.

x

An object of class summary.qpeer or qpeer.

Value

A list containing:

model.info

A list with information about the model, such as the number of subnets, number of observations, and other key details.

coefficients

A summary of the estimates, standard errors, and p-values.

diagnostics

A summary of the diagnostic tests for the instrumental-variable regression if requested.

KP.cv

Critical values for the Kleibergen–Paap Wald test (5% level).

gmm

A list of GMM estimation results, including parameter estimates, the covariance matrix, and related statistics.


[Package QuantilePeer version 0.0.1 Index]