sigma.mvoprobit {switchSelection}

Extract Residual Standard Deviation 'Sigma'

Description

Extract standard deviations of random errors of continuous equations of mvoprobit function.

Usage

## S3 method for class 'mvoprobit'
sigma(object, use.fallback = TRUE, ..., regime = NULL, eq2 = NULL)

Arguments

object

object of class "mvoprobit".

use.fallback

logical, passed to nobs (currently ignored).

...

further arguments (currently ignored).

regime

regime of continuous equation

eq2

index of continuous equation

Details

Available only if estimator = "ml" or all degrees values are equal to 1.

Value

Returns estimates of the standard deviations of \varepsilon_{i}. If eq2 = k then estimates only for k-th continuous equation are returned. If in addition regime = r then estimate of \sqrt{Var(\varepsilon_{ri})} is returned. Herewith if regime is not NULL and eq2 is NULL it is assumed that eq2 = 1.