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, ...)

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.

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.lvel = 0.9, all computation will proceed using conf.level = 0.95. Two exceptions here are:

tidy() methods will warn when supplied an exponentiate argument if it will be ignored.
augment() methods will warn when supplied a newdata argument if it will be ignored.

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.

Examples

Run this code

if (FALSE) { # rlang::is_installed("AER")

# load libraries for models and data
library(AER)

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

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

# summarize model fit with tidiers
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)
}