# coef.censReg: Coefficients, their Covariances, and Log-Likelihood Values of... In censReg: Censored Regression (Tobit) Models

## Description

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

## Usage

 ```1 2 3 4 5 6 7 8``` ```## 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

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

## Examples

 ```1 2 3 4 5 6 7 8 9``` ```## 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 ) ```

### Example output

```Loading required package: maxLik

Please cite the 'maxLik' package as:
Henningsen, Arne and Toomet, Ott (2011). maxLik: A package for maximum likelihood estimation in R. Computational Statistics 26(3), 443-458. DOI 10.1007/s00180-010-0217-1.

If you have questions, suggestions, or comments regarding the 'maxLik' package, please use a forum or 'tracker' at maxLik's R-Forge site:
https://r-forge.r-project.org/projects/maxlik/

Please cite the 'censReg' package as:
Henningsen, Arne (2017). censReg: Censored Regression (Tobit) Models. R package version 0.5. http://CRAN.R-Project.org/package=censReg.

If you have questions, suggestions, or comments regarding the 'censReg' package, please use a forum or 'tracker' at the R-Forge site of the 'sampleSelection' project:
https://r-forge.r-project.org/projects/sampleselection/
(Intercept)           age  yearsmarried religiousness    occupation
8.1741974    -0.1793326     0.5541418    -1.6862205     0.3260532
rating      logSigma
-2.2849727     2.1098592
(Intercept)           age  yearsmarried religiousness    occupation
8.1741974    -0.1793326     0.5541418    -1.6862205     0.3260532
rating         sigma
-2.2849727     8.2470803
(Intercept)           age yearsmarried religiousness   occupation
(Intercept)    7.51552371 -0.1196798497  0.089357154 -3.970038e-01 -0.176564350
age           -0.11967985  0.0062557405 -0.008052616  5.380018e-04 -0.003932012
yearsmarried   0.08935715 -0.0080526163  0.018095076 -1.006372e-02  0.003581751
religiousness -0.39700379  0.0005380018 -0.010063723  1.630153e-01  0.005214883
occupation    -0.17656435 -0.0039320120  0.003581751  5.214883e-03  0.064731952
rating        -0.61644229  0.0011114966  0.004771647 -2.571292e-05 -0.006192755
logSigma       0.00696809 -0.0005561255  0.001594861 -4.944751e-03  0.000892592
rating      logSigma
(Intercept)   -6.164423e-01  0.0069680897
age            1.111497e-03 -0.0005561255
yearsmarried   4.771647e-03  0.0015948607
religiousness -2.571292e-05 -0.0049447513
occupation    -6.192755e-03  0.0008925920
rating         1.663236e-01 -0.0068779111
logSigma      -6.877911e-03  0.0045021647
(Intercept)           age yearsmarried religiousness   occupation
(Intercept)    7.51552371 -0.1196798497  0.089357154 -3.970038e-01 -0.176564350
age           -0.11967985  0.0062557405 -0.008052616  5.380018e-04 -0.003932012
yearsmarried   0.08935715 -0.0080526163  0.018095076 -1.006372e-02  0.003581751
religiousness -0.39700379  0.0005380018 -0.010063723  1.630153e-01  0.005214883
occupation    -0.17656435 -0.0039320120  0.003581751  5.214883e-03  0.064731952
rating        -0.61644229  0.0011114966  0.004771647 -2.571292e-05 -0.006192755
sigma          0.05746640 -0.0045864114  0.013152944 -4.077976e-02  0.007361278
rating        sigma
(Intercept)   -6.164423e-01  0.057466395
age            1.111497e-03 -0.004586411
yearsmarried   4.771647e-03  0.013152944
religiousness -2.571292e-05 -0.040779761
occupation    -6.192755e-03  0.007361278
rating         1.663236e-01 -0.056722686
sigma         -5.672269e-02  0.306211731
'log Lik.' -705.5762 (df=7)
```

censReg documentation built on Aug. 4, 2020, 5:07 p.m.