| coef.mvoprobit {switchSelection} | R Documentation |
Coefficients extraction method for mvoprobit.
Description
Extract coefficients and other estimates from mvoprobit object.
Usage
## S3 method for class 'mvoprobit'
coef(object, ..., eq = NULL, eq2 = NULL, regime = NULL, type = "coef")
Arguments
object |
object of class "mvoprobit". |
... |
further arguments (currently ignored). |
eq |
integer representing an index of the ordered equation. |
eq2 |
integer representing an index of the continuous equation. |
regime |
integer representing a regime of the continuous equation. |
type |
character representing a type of the output. Possible options
are |
Details
Consider notations from the 'Details' section of
mvoprobit.
Suppose that type = "coef". Then estimates of \gamma_{j}
coefficients are returned for each j\in\{1,...,J\}.
If eq = j then only estimates of \gamma_{j} coefficients
are returned.
Suppose that type = "coef_var". Then estimates of \gamma_{j}^{*}
coefficients are returned for each j\in\{1,...,J\}.
If eq = 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 eq2 = k then only estimates for the k-th continuous equation
are returned. If regime = r then estimates of \beta_{r}
coefficients are returned for the eq2-th continuous equation.
Herewith if regime is not NULL and eq2 is NULL
it is assumed that eq2 = 1.
Suppose that type = "cov". Then estimate of the asymptotic covariance
matrix of the estimator is returned. Note that this estimate depends
on the cov_type argument of mvoprobit.
Suppose that type = "cov1". Then estimate of the covariance matrix of
u_{i} is returned. If eq = 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.
Suppose that type = "cov12". Then estimates of covariances between
u_{i} and \varepsilon_{i} are returned. If eq2 = k then
covariances with random errors of the k-th continuous equation are
returned. If in addition eq = j and regime = r then the
function returns estimate of Cov(u_{ji}, \varepsilon_{ri}) for the
k-th equation. If eq2 = NULL it is assumed that
eq2 = 1.
Suppose that type = "var" or type = "cov2". Then estimates of
the variances of \varepsilon_{i} are returned. If eq2 = k
then estimates only for k-th continuous equation are returned.
If in addition regime = r then estimate of Var(\varepsilon_{ri})
is returned. Herewith if regime is not NULL and
eq2 is NULL it is assumed that eq2 = 1.
Suppose that type = "cov3". Then estimates of the covariances between
random errors of different equations in different regimes are returned.
If eq2 = c(a, b) and regime = c(c, d) then function returns
an estimate of the covariance of random errors of the
a-th and b-th
continuous equations in regimes c and d correspondingly.
If this covariance is not identifiable then NA value 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 eq = j then only estimates for this j
are returned.
Value
See 'Details' section.