summary function

Summary Method for Fitted Models

The method computes summary statistics for estimated semiparametric and causal models.

## S3 method for class 'cslse'
summary(object, ...)
## S3 method for class 'cslseFit'
summary(object, vcov.=vcovHC, ...)
## S3 method for class 'slseFit'
summary(object, vcov.=vcovHC, ...)

Arguments

• object: A model estimated by estSLSE or causalSLSE.
• vcov.: A function to compute the strandard error of the least squares coefficients. The default is vcovHC.
• ...: Argument for other types of objects

Returns

The function summary.slseFit returns the summary statistics of the least squares estimation of slseModel objects estimated by estSLSE. It is an object of class summary.slseFit, which is a list with the following elements:

• model: The slseModel model being estimated.

• lseSum: An object of class summary.lm.

The function summary.cslseFit returns an object of class summary.cslseFit, which is a list of summary.slseFit objects, one for each treatment group.

The function summary.cslse returns the summary statistics of the causal effect estimates. It is an object of class summary.cslse, which is a list with the following elements:

• causal: A matrix with the causal effect estimates in the first column, their standard errors in the second, their t-ratios in the third and p-values in the fourth.

• lse: A list of summary.slseFit objects, one for each treatment group.

Examples

## A causal semiparametric model with causal effect estimates 

data(simDat3)
mod1 <- cslseModel(Y ~ Z | ~ X1 * X2, data = simDat3)
CE <- causalSLSE(mod1, selType = "BLSE")
summary(CE)

## A causal semiparametric model

fit <- estSLSE(mod1)
summary(fit)

## A semiparametric model

mod2 <- slseModel(Y ~ X1 * X2, data = simDat3)
fit2 <- estSLSE(mod2)
summary(fit2)