Applying summary on an object of class systemfit
returns a list of class summary.systemfit.
Applying summary on an object of class
systemfit.equation
returns a list of class
summary.systemfit.equation.
An object of class summary.systemfit
contains all results that belong to the whole system.
This list contains one special object: eq.
This is a list and contains objects of class
summary.systemfit.equation.
These objects contain the results that belong to each of the eatimated equations.
The objects of classes summary.systemfit and
summary.systemfit.equation
have the following components
(elements that are marked with a \(*\) are available only in objects of
class summary.systemfit;
elements that are marked with a \(+\) are available only in objects of
class summary.systemfit.equation):
- method
estimation method.
- residuals
residuals.
- coefficients
a matrix with columns for the estimated coefficients,
their standard errors, t-statistic and corresponding (two-sided) p-values.
- df
degrees of freedom, a 2-vector, where the first element is the number
of coefficients and the second element is the number of observations minus
the number of coefficients.
- coefCov
estimated covariance matrix of the coefficients.
- call*
the matched call of systemfit.
- ols.r.squared*
OLS \(R^2\) value of the entire system.
- mcelroy.r.squared*
McElroy's \(R^2\) value for the system.
- iter*
number of iteration steps (only if the estimation is iterated).
- control*
list of control parameters used for the estimation.
- residCov*
estimated residual covariance matrix.
- residCovEst*
residual covariance matrix used for estimation (only SUR and 3SLS).
- residCor*
correlation matrix of the residuals.
- detResidCov*
determinant of residCov.
- eqnLabel+
equation label.
- eqnNo+
equation number.
- terms+
the 'terms' object used for the respective equation.
- r.squared+
\(R^2\) value of the respective equation.
- adj.r.squared+
adjusted \(R^2\) value of the respective equation.
- sigma+
estimated standard error of the residuals
of the respective equation.
- ssr+
sum of squared residuals of the respective equation.
- printResidCov*
argument residCov.
- printEquations*
argument equations.