summaryR.R

## ---------------------------------------------------------------------------------------- ##
## Author: John Fox                                                                         ##
## Source: http://r.789695.n4.nabble.com/R-extend-summary-lm-for-hccm-td815004.html         ##
## Adapted by Tony Cookson.                                                                 ##
##        -- Only Change Made: Changed the name of the function (unwisely maybe)            ##
##           to summaryR from summaryHCCM.lm.  I also changed the spelling of consistent    ##
## ---------------------------------------------------------------------------------------- ##

summaryR.lm <- function(model, type=c("hc3", "hc0", "hc1", "hc2", "hc4"), ...){

   if (!require(car)) stop("Required car package is missing.")

   type <- match.arg(type)
   V <- hccm(model, type=type)
   sumry <- summary(model)
   table <- coef(sumry)
   table[,2] <- sqrt(diag(V))
   table[,3] <- table[,1]/table[,2]
   table[,4] <- 2*pt(abs(table[,3]), df.residual(model), lower.tail=FALSE)

   sumry$coefficients <- table
   p <- nrow(table)
   hyp <- cbind(0, diag(p - 1))
   sumry$fstatistic[1] <- linearHypothesis(model, hyp,white.adjust=type)[2,"F"]

   print(sumry)
   cat("Note: Heteroscedasticity-consistent standard errors using adjustment", type, "\n")

   }