lfe (version 1.7-1416)

summary.felm: Summarize felm model fits

Description

summary method for class "felm".

Usage

## S3 method for class 'felm':
summary(object, ..., robust=!is.null(object$cse))

Arguments

object

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

robust

logical.

...

further arguments passed to or from other methods.

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.
• coefficients
  a p 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.
• fe
  list of factors. A list of the terms in the second part of the model.
• iv1fstat
  F-statistic for excluded instruments in 1. step IV, see felm.
• iv1pval
  P-value for iv1fstat.