broom (version 0.7.5)

tidy.ivreg: Tidy a(n) ivreg object

Description

Tidy summarizes information about the components of a model. A model component might be a single term in a regression, a single hypothesis, a cluster, or a class. Exactly what tidy considers to be a model component varies across models but is usually self-evident. If a model has several distinct types of components, you will need to specify which components to return.

Usage

# S3 method for ivreg
tidy(x, conf.int = FALSE, conf.level = 0.95, instruments = FALSE, ...)

Arguments

x

An ivreg object created by a call to AER::ivreg().

conf.int

Logical indicating whether or not to include a confidence interval in the tidied output. Defaults to FALSE.

conf.level

The confidence level to use for the confidence interval if conf.int = TRUE. Must be strictly greater than 0 and less than 1. Defaults to 0.95, which corresponds to a 95 percent confidence interval.

instruments

Logical indicating whether to return coefficients from the second-stage or diagnostics tests for each endogenous regressor (F-statistics). Defaults to FALSE.

...

Additional arguments. Not used. Needed to match generic signature only. Cautionary note: Misspelled arguments will be absorbed in ..., where they will be ignored. If the misspelled argument has a default value, the default value will be used. For example, if you pass conf.level = 0.9, all computation will proceed using conf.level = 0.95. Additionally, if you pass newdata = my_tibble to an augment() method that does not accept a newdata argument, it will use the default value for the data argument.

Value

A tibble::tibble() with columns:

conf.high

Upper bound on the confidence interval for the estimate.

conf.low

Lower bound on the confidence interval for the estimate.

estimate

The estimated value of the regression term.

p.value

The two-sided p-value associated with the observed statistic.

p.value.Sargan

p-value for Sargan test of overidentifying restrictions.

p.value.weakinst

p-value for weak instruments test.

p.value.Wu.Hausman

p-value for Wu-Hausman weak instruments test for endogeneity.

statistic

The value of a T-statistic to use in a hypothesis that the regression term is non-zero.

statistic.Sargan

Statistic for Sargan test of overidentifying restrictions.

statistic.weakinst

Statistic for Wu-Hausman test.

statistic.Wu.Hausman

Statistic for Wu-Hausman weak instruments test for endogeneity.

std.error

The standard error of the regression term.

term

The name of the regression term.

Details

This tidier currently only supports ivreg-classed objects outputted by the AER package. The ivreg package also outputs objects of class ivreg, and will be supported in a later release.

See Also

tidy(), AER::ivreg()

Other ivreg tidiers: augment.ivreg(), glance.ivreg()

Examples

# NOT RUN {
library(AER)

data("CigarettesSW", package = "AER")

ivr <- ivreg(
  log(packs) ~ income | population,
  data = CigarettesSW,
  subset = year == "1995"
)

summary(ivr)

tidy(ivr)
tidy(ivr, conf.int = TRUE)
tidy(ivr, conf.int = TRUE, instruments = TRUE)

augment(ivr)
augment(ivr, data = CigarettesSW)
augment(ivr, newdata = CigarettesSW)

glance(ivr)
# }