ivreg

DESCRIPTION

@@ -556,6 +556,7 @@ Suggests:
     gmm,
     Hmisc,
     irlba,
+    ivreg (>= 0.5.1),
     joineRML,
     Kendall,
     knitr,
@@ -622,7 +623,6 @@ RoxygenNote: 7.1.1
 Language: en-US
 Collate:
     'aaa-documentation-helper.R'
-    'null-and-default-tidiers.R'
     'aer-tidiers.R'
     'auc-tidiers.R'
     'base-tidiers.R'
@@ -645,12 +645,14 @@ Collate:
     'ergm-tidiers.R'
     'fixest-tidiers.R'
     'gam-tidiers.R'
+    'null-and-default-tidiers.R'
     'gee.R'
     'geepack-tidiers.R'
     'glmnet-cv-glmnet-tidiers.R'
     'glmnet-glmnet-tidiers.R'
     'gmm-tidiers.R'
     'hmisc-tidiers.R'
+    'ivreg-tidiers.R'
     'joinerml-tidiers.R'
     'kendall-tidiers.R'
     'ks-tidiers.R'

NEWS.md

@@ -24,6 +24,11 @@ in the overwriting of entries in the `curve` column (#914)
 * Fixed bug related to univariate zoo series in `tidy.zoo()` (#916 by @WillemVervoort)
 * Fixed a bug related to `tidy.prcomp()` assigning the wrong PC labels from "loadings" 
 and "scores" matrices (#910 by @tavareshugo)
+* Update ivreg tidiers after upstream split from AER package. Includes support
+for stage-1 regression components and alternative VCOV error matrices, as well
+as "interval" argument for `augment.ivreg`. (#922 by @grantmcdermott)
+* Added `tidy` method for `AER:tobit`. (#922 by @grantmcdermott above)
+
 
 # broom 0.7.0
 

R/aer-tidiers.R

@@ -1,173 +1,40 @@
-#' @templateVar class ivreg
+#' @templateVar class tobit
 #' @template title_desc_tidy
 #'
-#' @param x An `ivreg` object created by a call to [AER::ivreg()].
+#' @param x A `tobit` object created by a call to [AER::tobit()].
 #' @template param_confint
-#' @param instruments Logical indicating whether to return
-#'   coefficients from the second-stage or diagnostics tests for
-#'   each endogenous regressor (F-statistics). Defaults to `FALSE`.
 #' @template param_unused_dots
 #' 
 #' @details This tidier currently only supports `ivreg`-classed objects
 #' outputted by the `AER` package. The `ivreg` package also outputs
 #' objects of class `ivreg`, and will be supported in a later release.
 #'
-#' @evalRd return_tidy(
-#'   "statistic.Sargan",
-#'   "p.value.Sargan",
-#'   "statistic.Wu.Hausman",
-#'   "p.value.Wu.Hausman",
-#'   "statistic.weakinst",
-#'   "p.value.weakinst",
-#'   regression = TRUE
-#' )
+#' @evalRd return_tidy(regression = TRUE)
 #'
 #' @examples
 #'
 #' library(AER)
 #'
-#' data("CigarettesSW", package = "AER")
+#' data("Affairs", package = "AER")
 #'
-#' ivr <- ivreg(
-#'   log(packs) ~ income | population,
-#'   data = CigarettesSW,
-#'   subset = year == "1995"
-#' )
-#'
-#' summary(ivr)
-#'
-#' tidy(ivr)
-#' tidy(ivr, conf.int = TRUE)
-#' tidy(ivr, conf.int = TRUE, instruments = TRUE)
-#'
-#' augment(ivr)
-#' augment(ivr, data = CigarettesSW)
-#' augment(ivr, newdata = CigarettesSW)
-#'
-#' glance(ivr)
-#' @export
-#' @seealso [tidy()], [AER::ivreg()]
-#' @family ivreg tidiers
-#' @aliases ivreg_tidiers aer_tidiers
-tidy.ivreg <- function(x,
-                       conf.int = FALSE,
-                       conf.level = 0.95,
-                       instruments = FALSE,
-                       ...) {
-
-  # TODO: documentation on when you get what needs to be updated !!!
-
-  # case 1: user does not ask for instruments
-
-  if (!instruments) {
-    ret <- as_tibble(summary(x)$coefficients, rownames = "term")
-    colnames(ret) <- c("term", "estimate", "std.error", "statistic", "p.value")
-
-    if (conf.int) {
-      ci <- broom_confint_terms(x, level = conf.level)
-      ret <- dplyr::left_join(ret, ci, by = "term")
-    }
-
-    return(ret)
-  }
-
-  # case 2: user asks for instruments
-
-  end_vars <- names(coef(x))[-1] # subtract off the intercept
-  d <- summary(x, diagnostics = TRUE)$diagnostics
-
-  # drop last two rows, the Wu-Hausman and Sargan diagnostics
-  last_two_rows <- c(nrow(d) - 1, nrow(d))
-  d <- as_tibble(d)[-last_two_rows, ]
-  tibble::add_column(d, term = end_vars, .before = TRUE) %>%
-    rename2("p.value" = "p-value", "num.df" = "df1", "den.df" = "df2")
-}
-
-#' @templateVar class ivreg
-#' @template title_desc_augment
-#'
-#' @inherit tidy.ivreg params examples
-#' @template param_data
-#' @template param_newdata
-#' @template param_unused_dots
-#'
-#' @details This tidier currently only supports `ivreg`-classed objects
-#' outputted by the `AER` package. The `ivreg` package also outputs
-#' objects of class `ivreg`, and will be supported in a later release.
-#'
-#' @evalRd return_augment()
+#' tob <- tobit(affairs ~ age + yearsmarried + religiousness + occupation + rating,
+#'              data = Affairs)
 #'
+#' tidy(tob)
+#' tidy(tob, conf.int = TRUE)
 #' @export
-#' @seealso [augment()], [AER::ivreg()]
-#' @family ivreg tidiers
-augment.ivreg <- function(x, data = model.frame(x), newdata = NULL, ...) {
-  augment_columns(x, data, newdata)
-}
-
-#' @templateVar class ivreg
-#' @template title_desc_glance
-#'
-#' @inherit tidy.ivreg params examples
-#' @param diagnostics Logical indicating whether or not to return the
-#'   Wu-Hausman and Sargan diagnostic information.
-#'
-#' @note Beginning 0.7.0, `glance.ivreg` returns statistics for the
-#' Wu-Hausman test for endogeneity and the Sargan test of
-#' overidentifying restrictions. Sargan test values are returned as `NA`
-#' if the number of instruments is not greater than the number of
-#' endogenous regressors.
-#' 
-#' @details This tidier currently only supports `ivreg`-classed objects
-#' outputted by the `AER` package. The `ivreg` package also outputs
-#' objects of class `ivreg`, and will be supported in a later release.
-#'
-#' @evalRd return_glance(
-#'   "r.squared",
-#'   "adj.r.squared",
-#'   "sigma",
-#'   "df",
-#'   "df.residual",
-#'   "nobs",
-#'   statistic = "Wald test statistic.",
-#'   p.value = "P-value for the Wald test."
-#' )
-#'
-#' @export
-#' @seealso [glance()], [AER::ivreg()]
-#' @family ivreg tidiers
-glance.ivreg <- function(x, diagnostics = FALSE, ...) {
-
-  s <- summary(x, diagnostics = FALSE)
+#' @seealso [tidy()], [AER::tobit()]
+#' @family AER tidiers
+#' @aliases AER_tidiers
+tidy.tobit <- function(x, conf.int = FALSE, conf.level = 0.95, ...) {
 
-  ret <- as_glance_tibble(
-    r.squared = s$r.squared,
-    adj.r.squared = s$adj.r.squared,
-    sigma = s$sigma,
-    statistic = s$waldtest[1],
-    p.value = s$waldtest[2],
-    df = s$df[1],
-    df.residual = df.residual(x),
-    nobs = stats::nobs(x),
-    na_types = "rrrrriii"
-  )
-
-  if (diagnostics) {
-    s_ <- summary(x, diagnostics = TRUE)
-
-    diags <- as_glance_tibble(
-      statistic.Sargan = s_$diagnostics["Sargan", "statistic"],
-      p.value.Sargan = s_$diagnostics["Sargan", "p-value"],
-      statistic.Wu.Hausman = s_$diagnostics["Wu-Hausman", "statistic"],
-      p.value.Wu.Hausman = s_$diagnostics["Wu-Hausman", "p-value"],
-      na_types = "rrrr"
-    )
-
-    return(bind_cols(ret, diags))
+  ret <- as_tibble(unclass(summary(x)$coefficients), rownames = "term")
+  colnames(ret) <- c("term", "estimate", "std.error", "statistic", "p.value")
+
+  if (conf.int) {
+    ci <- broom_confint_terms(summary(x)$coefficients, level = conf.level)
+    ret <- dplyr::left_join(ret, ci, by = "term")
   }
-
+  
   ret
 }
-
-#' @include null-and-default-tidiers.R
-#' @export
-tidy.tobit <- tidy.default