DBfit (version 2.0)

summary.dbfit: Summarize the double bootstrap (DB) fit

Description

It summarizes the DB fit in a way that is similar to OLS lm.

Usage

# S3 method for dbfit
summary(object, ...)

Arguments

object

a result of the call to rfit

…

additional arguments to be passed

Value

call

the call to rfit

tab

a table of point estimates, standard errors, t-ratios and p-values

rho1

the Durbin two-stage estimate of rho

adjar

the DB (final) estimate of rho

flag99

an indicator; if 1, it indicates the original fit yields an estimate of rho to be 0.99. Only valid if order 1 is specified.

Examples

# NOT RUN {
# data(testdata)
# y<-testdata[,5]
# x<-testdata[,1:4]
# fit1<-dbfit(x,y,1) # OLS fit, default
# summary(fit1)
# }