Summarize a paniv fit
Usage
# S3 method for class 'paniv'
summary(object, ...)Value
an object of class "summary.paniv": a list with the coefficient
table (coefficients: estimate, standard error, z value and p-value),
first_stage, overid, ercomp, endogenous, instruments,
varlist (Hausman-Taylor) and the fit information (call, model,
nobs, n_groups, df.residual, vcov_type).
See also
Other paniv methods:
plot.pangmm(),
predict.paniv(),
vcov.paniv()
Examples
set.seed(2)
d <- data.frame(id = rep(1:50, each = 4), t = rep(1:4, 50))
d$z <- rnorm(200); d$u <- rnorm(200)
d$x <- d$z + d$u + rnorm(200); d$y <- 1 + d$x + d$u + rnorm(200)
summary(paniv(y ~ x | z, data = d, index = c("id", "t"), model = "within"))
#>
#> Call:
#> paniv(formula = y ~ x | z, data = d, index = c("id", "t"), model = "within")
#>
#> Estimator: fixed-effects 2SLS
#> n = 200 groups = 50 vcov: classical
#> Endogenous: x
#> Excluded instruments: z
#>
#> Coefficients:
#> Estimate Std. Error z value Pr(>|z|)
#> x 1.14805 0.09381 12.24 <2e-16 ***
#> ---
#> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#>
#> First stage (excluded instruments):
#> partial.R2 F df1 df2 p.value
#> x 0.3623 84.66 1 149 2.971e-16
#> Residual df: 149
#>