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.