coef.censReg {censReg} R Documentation

## Coefficients, their Covariances, and Log-Likelihood Values of Censored Regression Models

### Description

These functions extract the coefficient vectors, the corresponding covariance matrices, and log-likelihood values from censored regression models.

### Usage

```## 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, ... )
```

### Arguments

 `object` object of class `"censReg"` (returned by `censReg`). `logSigma` logical value indicating whether the variance(s) of the model should be returned logarithmized. `...` currently not used.

### Value

`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.

### Note

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.

### Author(s)

Arne Henningsen

`censReg`, `summary.censReg`, and `coef.summary.censReg`

### Examples

```## 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 )
```

[Package censReg version 0.5-32 Index]