Description
summary.asreml is a summary method for objects inheriting from class asreml
.
Usage
## S3 method for class 'asreml' summary(object, param = c("sigma", "gamma"), coef = FALSE, vparameters = FALSE, ...)
Arguments
object |
An asreml object. |
param |
If “sigma ” (the default), random parameter values are reported on the sigma scale only, otherwise, if “gamma “, an additional column of variance ratios is returned. |
coef |
If TRUE (default is FALSE ), the coefficients and their standard errors are included in the return object. |
vparameters |
If TRUE (default is FALSE ), the variance parameters are included in the return object in list form. |
... |
Additional arguments. |
Value
A list of class summary.asreml with the following components: |
|
call |
The call component from object |
loglik |
The loglik component from object |
nedf |
The nedf component from object . |
sigma |
sqrt(object\$sigma2). |
varcomp |
A dataframe summarising the random parameter vector (object$vparameters) . Variance component ratios are included if param="gamma" , and a measure of precision is included along with boundary constraints at termination and the percentage change in the final iteration. |
aic |
Akaike information criterion. |
bic |
Bayesian information criterion. |
distribution |
A character string identifying the error distribution(s) if object$deviance != 0 . |
link |
A character string identifying the link function(s) if object$deviance != 0 . |
deviance |
The deviance from the fit if object$deviance != 0 . |
heterogeneity |
Variance heterogeneity (deviance/nedf) if object$deviance != 0 . |
coef.fixed |
A matrix of coefficients and their standard errors for fixed effects if coef=TRUE . |
coef.random |
A matrix of coefficients and their standard errors for random effects if coef=TRUE . |
coef.sparse |
A matrix of coefficients and their standard errors for sparse-fixed effects if coef=TRUE . |
vparameters |
A list of variance structures with matrices converted to full dense form. For ante and chol models the components are given in varcomp and returned in gammas in variance-covariance form. |