Print coefficient estimates table

Display the output of models estimated with lm() or similar functions. The parameter vce allows to use covariance matrices consistent to heteroskedasticity and autocorrelation (see the documentation of se()).

coef_table(model, vce = NULL)

Arguments

model	an estimated model returned by lm or similar functions.
vce	an object indicating how to obtain the covariance matrix.

Value

Invisibly returns the coefficient table

Examples

data("hprice1")

mod <- lm(price ~ sqrft + bdrms, data = hprice1)
coef_table(mod)
#> 
#> Call:
#> lm(price ~ sqrft + bdrms, data = hprice1)
#> 
#> Coefficients: 
#>               Estimate Std. Error t value  Pr(>|t|)    
#> (Intercept) -19.314996  31.046619 -0.6221    0.5355    
#> sqrft         0.128436   0.013824  9.2905 1.394e-14 ***
#> bdrms        15.198191   9.483517  1.6026    0.1127    
#> ---
#> Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#> 
#> Residual standard error: 63.0448 on 85 degrees of freedom
#> Multiple R-squared:  0.6319,	Adjusted R-squared:  0.6233 
#> F-statistic: 72.96 on 2 and 85 DF,  p-value: < 2.22e-16 
#> 

# Heteroskedasticity consistent standard errors
coef_table(mod, vce = "HC")
#> 
#> Call:
#> lm(price ~ sqrft + bdrms, data = hprice1)
#> 
#> Covariance matrix estimate: HC.
#> 
#> Coefficients: 
#>               Estimate Std. Error t value  Pr(>|t|)    
#> (Intercept) -19.314996  44.979708 -0.4294    0.6687    
#> sqrft         0.128436   0.021363  6.0121 4.438e-08 ***
#> bdrms        15.198191   9.993865  1.5208    0.1320    
#> ---
#> Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#> 
#> Residual standard error: 63.0448 on 85 degrees of freedom
#> Multiple R-squared:  0.6319,	Adjusted R-squared:  0.6233 
#> F-statistic: 23.2 on 2 and 85 DF,  p-value: 9.1211e-09 
#>