logLik.market_fit {markets} | R Documentation |
Log likelihood of a fitted market model
Description
Specializes the logLik
function for the market models
of the package estimated with full information minimum likelihood. It
returns NULL
for the equilibrium model estimated with two stage
least squares (method = "2SLS"
).
Usage
## S3 method for class 'market_fit'
logLik(object, ...)
## S4 method for signature 'market_fit'
logLik(object, ...)
Arguments
object |
A fitted model object. |
... |
Additional arguments. Unused. |
Value
A logLik
object.
Examples
# estimate a model using the houses dataset
fit <- diseq_deterministic_adjustment(
HS | RM | ID | TREND ~
RM + TREND + W + CSHS + L1RM + L2RM + MONTH |
RM + TREND + W + L1RM + MA6DSF + MA3DHF + MONTH,
fair_houses(),
correlated_shocks = FALSE,
estimation_options = list(control = list(maxit = 1e+6))
)
# get the log likelihood object
logLik(fit)
[Package markets version 1.1.5 Index]