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wle (version 0.9-91)

summary.wle.glm: Summarizing Generalized Linear Model Robust Fits

Description

These functions are all methods for class wle.glm or summary.wle.glm objects.

Usage

"summary"(object, root = 1, dispersion = NULL, correlation = FALSE, symbolic.cor = FALSE, ...)
"print"(x, digits = max(3, getOption("digits") - 3), symbolic.cor = x$symbolic.cor, signif.stars = getOption("show.signif.stars"), ...)

Arguments

object
an object of class "wle.glm", usually, a result of a call to wle.glm.
root
an integer number to specify for which root the summary should be reported.
x
an object of class "summary.wle.glm", usually, a result of a call to summary.glm.
dispersion
the dispersion parameter for the family used. Either a single numerical value or NULL (the default), when it is inferred from object (see ‘Details’).
correlation
logical; if TRUE, the correlation matrix of the estimated parameters is returned and printed.
digits
the number of significant digits to use when printing.
symbolic.cor
logical. If TRUE, print the correlations in a symbolic form (see symnum) rather than as numbers.
signif.stars
logical. If TRUE, ‘significance stars’ are printed for each coefficient.
...
further arguments passed to or from other methods.

Value

summary.wle.glm returns an object of class "summary.wle.glm", a list with components
call
the component from object.
family
the component from object.
deviance
the component from object.
contrasts
the component from object.
df.residual
the component from object.
null.deviance
the component from object.
df.null
the component from object.
deviance.resid
the deviance residuals: see residuals.glm.
coefficients
the matrix of coefficients, standard errors, z-values and p-values. Aliased coefficients are omitted.
aliased
named logical vector showing if the original coefficients are aliased.
dispersion
either the supplied argument or the inferred/estimated dispersion if the latter is NULL.
df
a 3-vector of the rank of the model and the number of residual degrees of freedom, plus number of non-aliased coefficients.
cov.unscaled
the unscaled (dispersion = 1) estimated covariance matrix of the estimated coefficients.
cov.scaled
ditto, scaled by dispersion.
correlation
(only if correlation is true.) The estimated correlations of the estimated coefficients.
symbolic.cor
(only if correlation is true.) The value of the argument symbolic.cor.

Warnings

Since in a model selection procedure and/or on an ANOVA table the weights of the WLE procedure must be that of the FULL model (and not that of the actual model) statistics on degrees of freedom, deviance and AIC are valid only if this is the FULL model.

Details

print.summary.wle.glm tries to be smart about formatting the coefficients, standard errors, etc. and additionally gives ‘significance stars’ if signif.stars is TRUE. The coefficients component of the result gives the estimated coefficients and their estimated standard errors, together with their ratio. This third column is labelled t ratio if the dispersion is estimated, and z ratio if the dispersion is known (or fixed by the family). A fourth column gives the two-tailed p-value corresponding to the t or z ratio based on a Student t or Normal reference distribution. (It is possible that the dispersion is not known and there are no residual degrees of freedom from which to estimate it. In that case the estimate is NaN.)

Aliased coefficients are omitted in the returned object but restored by the print method.

Correlations are printed to two decimal places (or symbolically): to see the actual correlations print summary(object)$correlation directly.

The dispersion of a GLM is not used in the fitting process, but it is needed to find standard errors. If dispersion is not supplied or NULL, the dispersion is taken as 1 for the binomial and Poisson families, and otherwise estimated by the residual Chisquared statistic (calculated from cases with non-zero weights) divided by the residual degrees of freedom.

summary can be used with Gaussian wle.glm fits to handle the case of a linear regression with known error variance, something not handled by summary.wle.lm.

See Also

wle.glm, summary.

Examples

Run this code
## --- Continuing the Example from  '?wle.glm':

summary(wle.glm.D93)

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