Methods

This package supports the methods for regression models of StatsBase.jl.

The following functions are available for all models: nobs and response.

The following functions are available for parametric models: dof, dof_residual, coef, stderror, vcov, confint and coefnames. Note that all methods refer to the second stage of two-stage models.

The following functions are available for maximum-likelihood estimators: deviance, nulldeviance, loglikelihood, nullloglikelihood, r2 and adjr2. There are also R² methods for OLS and IV. The following functions are available from StatsBase.jl: aic, aicc and bic.

Most models support predict and its alias fitted. Support for residuals depends on the availability of fitted. Out-of-sample forecast is supported.