sigma.mnprobit {switchSelection}

Extract Residual Standard Deviation 'Sigma'

Description

Extract standard deviations of random errors of continuous equation of mnprobit function.

Usage

## S3 method for class 'mnprobit'
sigma(object, use.fallback = TRUE, ..., regime = NULL)

Arguments

object

object of class "mnprobit".

use.fallback

logical, passed to nobs (currently ignored).

...

further arguments (currently ignored).

regime

regime of continuous equation

Details

Available only if estimator = "ml".

Value

Returns the estimates of standard deviations of \varepsilon_{i}. If regime = r then estimate of \sqrt{Var(\varepsilon_{ri})} is returned.