Number of model parameters

This function returns the number of model parameters. The default method returns the component x$param$nParam.

nParam(x, free=FALSE, ...)
# Default S3 method
nParam(x, ...)
# S3 method for class 'lm'
nParam(x, ...)

Arguments

x

a statistical model

free

logical, whether to report only the free parameters or the total number of parameters (default)

...

other arguments for methods

Details

Free parameters are the parameters with no equality restrictions. Some parameters may be restricted (e.g. sum of two probabilities may be restricted to equal unity). In this case the total number of parameters may depend on the normalisation.

Value

Number of parameters in the model

Author

Ott Toomet, otoomet@econ.au.dk

See also

nObs for number of observations

Examples

# Construct a simple OLS regression:
x1 <- runif(100)
x2 <- runif(100)
y <- 3 + 4*x1 + 5*x2 + rnorm(100)
m <- lm(y~x1+x2)  # estimate it
summary(m)
#> 
#> Call:
#> lm(formula = y ~ x1 + x2)
#> 
#> Residuals:
#>     Min      1Q  Median      3Q     Max 
#> -2.6465 -0.5734  0.0348  0.6728  2.2277 
#> 
#> Coefficients:
#>             Estimate Std. Error t value Pr(>|t|)    
#> (Intercept)   2.8199     0.2539   11.11   <2e-16 ***
#> x1            4.2593     0.3418   12.46   <2e-16 ***
#> x2            5.3668     0.3429   15.65   <2e-16 ***
#> ---
#> Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#> 
#> Residual standard error: 0.994 on 97 degrees of freedom
#> Multiple R-squared:  0.8113,	Adjusted R-squared:  0.8074 
#> F-statistic: 208.5 on 2 and 97 DF,  p-value: < 2.2e-16
#> 
nParam(m) # you get 3
#> [1] 3