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
coefficients are returned for each
. If
alt = j
then only estimates of coefficients are returned.
Suppose that type = "coef2"
. Then estimates of
coefficients are returned for each
.
If
regime = r
then estimates only for the -th regime are
returned.
Suppose that type = "cov1"
. Then estimate of the covariance matrix of
is returned. If
alt = c(a, b)
then the function returns
-th element of this matrix i.e. an element from
a
-th row and b
-th column that is an estimate of
.
Suppose that type = "cov12"
. Then estimates of covariances between
and
are returned.
If
alt = j
and regime = r
then the function returns
an estimate of .
Suppose that type = "var"
or type = "cov2"
. Then estimates of
the variances of are returned.
If
regime = r
then estimate of
is returned.
Suppose that type = "coef_lambda"
. Then estimates of the coefficients
for are returned i.e.
estimates of
for each regime.
If
regime = r
then estimates are returned for the -th regime.
If in addition
alt = j
then only estimates for this -th
alternative and
-th regime are returned.
Value
See 'Details' section.