coef.censReg: Coefficients, their Covariances, and Log-Likelihood Values of...

In censReg: Censored Regression (Tobit) Models

Coefficients, their Covariances, and Log-Likelihood Values of Censored Regression Models

Description

These functions extract the coefficient vectors, the corresponding covariance matrices, and log-likelihood values from censored regression models.

Usage

## S3 method for class 'censReg'
coef( object, logSigma = TRUE, ... )

## S3 method for class 'censReg'
vcov( object, logSigma = TRUE, ... )

## S3 method for class 'censReg'
logLik( object, ... )

Arguments

object	object of class "censReg" (returned by censReg).
logSigma	logical value indicating whether the variance(s) of the model should be returned logarithmized.
...	currently not used.

Value

coef.censReg returns a vector of the estimated coefficients.

vcov.censReg returns the covariance matrix of the estimated coefficients.

logLik.censReg returns an object of class "logLik". This object is the log-likelihood value of the estimated model and has an attribute "df" that gives the degrees of freedom, i.e.\ the number of estimated parameters.

Note

When the censored regression model is estimated, the log-likelihood function is maximized with respect to the coefficients and the logarithm(s) of the variance(s). Hence, if argument logSigma is FALSE, the variance(s) of the model is/are calculated by applying the exponential function to the estimated logarithmized variance(s) and the covariance matrix of all parameters is calculated by the Delta method.

Author(s)

Arne Henningsen

See Also

censReg, summary.censReg, and coef.summary.censReg

Examples

## Kleiber & Zeileis ( 2008 ), page 142
data( "Affairs", package = "AER" )
estResult <- censReg( affairs ~ age + yearsmarried + religiousness +
   occupation + rating, data = Affairs )
coef( estResult )
coef( estResult, logSigma = FALSE )
vcov( estResult )
vcov( estResult, logSigma = FALSE )
logLik( estResult )

censReg documentation built on May 29, 2024, 10:07 a.m.