Glance at an estimatr object

# S3 method for lm_robust
glance(x, ...)

# S3 method for lh_robust
glance(x, ...)

# S3 method for iv_robust
glance(x, ...)

# S3 method for difference_in_means
glance(x, ...)

# S3 method for horvitz_thompson
glance(x, ...)

Arguments

x

An object returned by one of the estimators

...

extra arguments (not used)

Value

For glance.lm_robust, a data.frame with columns:

r.squared

the \(R^2\), $$R^2 = 1 - Sum(e[i]^2) / Sum((y[i] - y^*)^2),$$ where \(y^*\) is the mean of \(y[i]\) if there is an intercept and zero otherwise, and \(e[i]\) is the ith residual.

adj.r.squared

the \(R^2\) but penalized for having more parameters, rank

se_type

the standard error type specified by the user

statistic

the value of the F-statistic

p.value

p-value from the F test

df.residual

residual degrees of freedom

N

the number of observations used

For glance.lh_robust, we glance the lm_robust component only. You can access the linear hypotheses as a data.frame directy from the lh component of the lh_robust object For glance.iv_robust, a data.frame with columns:
r.squared

The \(R^2\) of the second stage regression

adj.r.squared

The \(R^2\) but penalized for having more parameters, rank

df.residual

residual degrees of freedom

N

the number of observations used

se_type

the standard error type specified by the user

statistic

the value of the F-statistic

p.value

p-value from the F test

statistic.weakinst

the value of the first stage F-statistic, useful for the weak instruments test; only reported if there is only one endogenous variable

p.value.weakinst

p-value from the first-stage F test, a test of weak instruments; only reported if there is only one endogenous variable

statistic.endogeneity

the value of the F-statistic for the test of endogeneity; often called the Wu-Hausman statistic, with robust standard errors, we employ the regression based test

p.value.endogeneity

p-value from the F-test for endogeneity

statistic.overid

the value of the chi-squared statistic for the test of instrument correlation with the error term; only reported with overidentification

p.value.overid

p-value from the chi-squared test; only reported with overidentification

For glance.difference_in_means, a data.frame with columns:
design

the design used, and therefore the estimator used

df

the degrees of freedom

N

the number of observations used

N_blocks

the number of blocks, if used

N_clusters

the number of clusters, if used

condition2

the second, "treatment", condition

condition1

the first, "control", condition

For glance.horvitz_thompson, a data.frame with columns:
N

the number of observations used

se_type

the type of standard error estimator used

condition2

the second, "treatment", condition

condition1

the first, "control", condition

See also

generics::glance(), estimatr::lm_robust(), estimatr::lm_lin(), estimatr::iv_robust(), estimatr::difference_in_means(), estimatr::horvitz_thompson()