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]