https://github.com/cran/lmtest
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Tip revision: ec483769efaf0e80258dc89f2826f59c17cfccf1 authored by Achim Zeileis on 31 May 2012, 00:00:00 UTC
version 0.9-30
Tip revision: ec48376
coeftest.R
coeftest <- function(x, vcov. = NULL, df = NULL, ...)
{
  UseMethod("coeftest")
}

coeftest.default <- function(x, vcov. = NULL, df = NULL, ...)
{
  ## use S4 methods if loaded
  coef0 <- if("stats4" %in% loadedNamespaces()) stats4:::coef else coef
  vcov0 <- if("stats4" %in% loadedNamespaces()) stats4:::vcov else vcov

  ## extract coefficients and standard errors
  est <- coef0(x)
  if(is.null(vcov.)) se <- vcov0(x) else {
      if(is.function(vcov.)) se <- vcov.(x)
        else se <- vcov.
  }
  se <- sqrt(diag(se))

  ## match using names and compute t/z statistics
  if(!is.null(names(est)) && !is.null(names(se))) {
    anames <- names(est)[names(est) %in% names(se)]
    est <- est[anames]
    se <- se[anames]
  }  
  tval <- as.vector(est)/se

  ## apply central limit theorem
  if(is.null(df)) {
    df <- try(df.residual(x), silent = TRUE)
    if(inherits(df, "try-error")) df <- NULL
  }
  if(is.null(df)) df <- 0

  if(is.finite(df) && df > 0) {
    pval <- 2 * pt(abs(tval), df = df, lower.tail = FALSE)
    cnames <- c("Estimate", "Std. Error", "t value", "Pr(>|t|)")
    mthd <- "t"
  } else {
    pval <- 2 * pnorm(abs(tval), lower.tail = FALSE)
    cnames <- c("Estimate", "Std. Error", "z value", "Pr(>|z|)")
    mthd <- "z"
  }
  rval <- cbind(est, se, tval, pval)
  colnames(rval) <- cnames
  class(rval) <- "coeftest"
  attr(rval, "method") <- paste(mthd, "test of coefficients")
  ##  dQuote(class(x)[1]), "object", sQuote(deparse(substitute(x))))
  return(rval)
} 

coeftest.glm <- function(x, vcov. = NULL, df = Inf, ...)
  coeftest.default(x, vcov. = vcov., df = df, ...)  

coeftest.mlm <- function(x, vcov. = NULL, df = NULL, ...)
{
  ## obtain vcov
  v <- if(is.null(vcov.)) vcov(x) else if(is.function(vcov.)) vcov.(x) else vcov.

  ## nasty hack: replace coefficients so that their names match the vcov() method
  x$coefficients <- structure(as.vector(x$coefficients), .Names = colnames(vcov(x)))

  ## call default method
  coeftest.default(x, vcov. = v, df = df, ...)
}

coeftest.survreg <- function(x, vcov. = NULL, df = Inf, ...)
{
  if(is.null(vcov.)) v <- vcov(x) else {
      if(is.function(vcov.)) v <- vcov.(x)
  	else v <- vcov.
  }
  if(length(x$coefficients) < NROW(x$var)) {
    x$coefficients <- c(x$coefficients, "Log(scale)" = log(x$scale))
  }
  coeftest.default(x, vcov. = v, df = df, ...)  
} 

coeftest.breakpointsfull <- function(x, vcov. = NULL, df = NULL, ...)
{
  stopifnot(require("strucchange"))
  
  est <- coef(x, ...)

  if(is.null(df)) {
    df <- df.residual(x, ...)
    df <- as.vector(rep(df, rep(NCOL(est), length(df))))
  }  

  rnames <- as.vector(t(outer(rownames(est), colnames(est), paste)))
  est <- as.vector(t(est))
  
  se <- vcov(x, vcov. = vcov., ...)

  se <- as.vector(sapply(seq(along = se), function(x) sqrt(diag(se[[x]]))))
  tval <- est/se

  if(any(is.finite(df) && df > 0)) {
    pval <- 2 * pt(abs(tval), df = df, lower.tail = FALSE)
    cnames <- c("Estimate", "Std. Error", "t value", "Pr(>|t|)")
    mthd <- "t"
  } else {
    pval <- 2 * pnorm(abs(tval), lower.tail = FALSE)
    cnames <- c("Estimate", "Std. Error", "z value", "Pr(>|z|)")
    mthd <- "z"
  }
  rval <- cbind(est, se, tval, pval)
  colnames(rval) <- cnames
  rownames(rval) <- rnames
  class(rval) <- "coeftest"
  attr(rval, "method") <- paste(mthd, "test of coefficients")
  ##  dQuote(class(x)[1]), "object", sQuote(deparse(substitute(x))))
  return(rval)
} 

print.coeftest <- function(x, ...)
{
  mthd <- attr(x, "method")
  if(is.null(mthd)) mthd <- "Test of coefficients"
  cat(paste("\n", mthd,":\n\n", sep = ""))
  printCoefmat(x, ...)
  cat("\n")
  invisible(x)
}
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