| coef.mnprobit {switchSelection} | R Documentation |
Coefficients extraction method for mnprobit.
Description
Extract coefficients and other estimates from mnprobit object.
Usage
## S3 method for class 'mnprobit'
coef(object, ..., alt = NULL, regime = NULL, type = "coef")
Arguments
object |
object of class "mnprobit" |
... |
further arguments (currently ignored) |
alt |
integer representing index of the alternative |
regime |
integer representing regime of the continuous equation |
type |
character representing the type of the output. Possible options
are |
Details
Consider notations from the 'Details' section of
mnprobit.
Suppose that type = "coef". Then estimates of \gamma_{j}
coefficients are returned for each j\in\{1,...,J\}. If alt = j
then only estimates of \gamma_{j} coefficients are returned.
Suppose that type = "coef2". Then estimates of \beta_{r}
coefficients are returned for each r\in\{0,...,R - 1\}.
If regime = r then estimates only for the r-th regime are
returned.
Suppose that type = "cov1". Then estimate of the covariance matrix of
u_{i} is returned. If alt = c(a, b) then the function returns
(a, b)-th element of this matrix i.e. an element from
a-th row and b-th column that is an estimate of
Cov(u_{ai},u_{bi}).
Suppose that type = "cov12". Then estimates of covariances between
u_{i} and \varepsilon_{i} are returned.
If alt = j and regime = r then the function returns
an estimate of Cov(u_{ji}, \varepsilon_{ri}).
Suppose that type = "var" or type = "cov2". Then estimates of
the variances of \varepsilon_{i} are returned.
If regime = r then estimate of Var(\varepsilon_{ri})
is returned.
Suppose that type = "coef_lambda". Then estimates of the coefficients
for \hat{\lambda}^{t}_{ji} are returned i.e.
estimates of \tau_{jt} for each regime.
If regime = r then estimates are returned for the r-th regime.
If in addition alt = j then only estimates for this j-th
alternative and r-th regime are returned.
Value
See 'Details' section.