summary method for class "felm".
# S3 method for felm
summary(object, ..., robust = !is.null(object$clustervar),
lhs = NULL)an object of class "felm", a result of a call to
felm.
further arguments passed to or from other methods.
logical. Use robust standard errors. See notes.
character. If multiple left hand sides, specify the name of the one to obtain a summary for.
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:
a numerical vector. The residuals of the full system, with dummies.
an integer. The total number of coefficients, including those projected out.
an integer. The number of coefficients, excluding those projected out.
a Pp x 4 matrix with columns for the estimated coefficients, their standard errors, t-statistic and corresponding (two-sided) p-value.
residual standard error.
R^2, the fraction of variance explained by the model.
Adjusted R^2.
F-statistic.
P-values.
Projected F-statistic. The result of a
call to waldtest
list of factors. A list of the terms in the second part of the model.
character. If
object is the result of an estimation with multiple left hand sides,
the actual argument lhs will be copied to this field.
F-statistic for excluded instruments in 1. step IV, see
felm.
P-value for iv1fstat.