Methods that summarize models and their estimates.

market_model: Prints basic information about the passed model object. In addition to the output of the show method, summary prints

  • the number of observations,

  • the number of observations in each equation for models with sample separation, and

  • various categories of variables.

market_fit: Prints basic information about the passed model fit. In addition to the output of the model's summary method, the function prints basic estimation results. For a maximum likelihood estimation, the function prints

  • the used optimization method,

  • the maximum number of allowed iterations,

  • the relative convergence tolerance (see optim),

  • the convergence status,

  • the initializing parameter values,

  • the estimated coefficients, their standard errors, Z values, and P values, and

  • \(-2 \log L\) evaluated at the maximum.

For a linear estimation of the equilibrium system, the function prints the estimation summary provided by systemfit in addition to the model's summary output.

# S4 method for market_model
summary(object)

# S4 method for market_fit
summary(object)

Arguments

object

An object to be summarized.

Functions

  • summary,market_model-method: Summarizes the model.

  • summary,market_fit-method: Summarizes the model's fit.

Examples

# \donttest{
model <- simulate_model(
  "diseq_stochastic_adjustment", list(
    # observed entities, observed time points
    nobs = 500, tobs = 3,
    # demand coefficients
    alpha_d = -0.1, beta_d0 = 9.8, beta_d = c(0.3, -0.2), eta_d = c(0.6, -0.1),
    # supply coefficients
    alpha_s = 0.1, beta_s0 = 5.1, beta_s = c(0.9), eta_s = c(-0.5, 0.2),
    # price equation coefficients
    gamma = 1.2, beta_p0 = 3.1, beta_p = c(0.8)
  ),
  seed = 556
)

# print model summary
summary(model)
#> Stochastic Adjustment Model for Markets in Disequilibrium
#>   Demand RHS        : D_P + D_Xd1 + D_Xd2 + D_X1 + D_X2
#>   Supply RHS        : S_P + S_Xs1 + S_X1 + S_X2
#>   Price Dynamics RHS: (D_Q - S_Q) + Xp1
#>   Short Side Rule   : Q = min(D_Q, S_Q)
#>   Shocks            : Correlated
#>   Nobs              : 1000
#>   Sample Separation : Not Separated
#>   Quantity Var      : Q
#>   Price Var         : P
#>   Key Var(s)        : id, date
#>   Time Var          : date
# }