coef.censReg {censReg} | R Documentation |
These functions extract the coefficient vectors, the corresponding covariance matrices, and log-likelihood values from censored regression models.
## S3 method for class 'censReg' coef( object, logSigma = TRUE, ... ) ## S3 method for class 'censReg' vcov( object, logSigma = TRUE, ... ) ## S3 method for class 'censReg' logLik( object, ... )
object |
object of class |
logSigma |
logical value indicating whether the variance(s) of the model should be returned logarithmized. |
... |
currently not used. |
coef.censReg
returns a vector of the estimated coefficients.
vcov.censReg
returns the covariance matrix
of the estimated coefficients.
logLik.censReg
returns an object of class "logLik"
.
This object is the log-likelihood value of the estimated model
and has an attribute "df"
that gives the degrees of freedom,
i.e.\ the number of estimated parameters.
When the censored regression model is estimated,
the log-likelihood function is maximized with respect
to the coefficients and the logarithm(s)
of the variance(s).
Hence, if argument logSigma
is FALSE
,
the variance(s) of the model is/are calculated by applying
the exponential function to the estimated logarithmized variance(s)
and the covariance matrix of all parameters is calculated
by the Delta method.
Arne Henningsen
censReg
, summary.censReg
,
and coef.summary.censReg
## Kleiber & Zeileis ( 2008 ), page 142 data( "Affairs", package = "AER" ) estResult <- censReg( affairs ~ age + yearsmarried + religiousness + occupation + rating, data = Affairs ) coef( estResult ) coef( estResult, logSigma = FALSE ) vcov( estResult ) vcov( estResult, logSigma = FALSE ) logLik( estResult )