coef.summary.censReg: Coefficients of Censored Regression Models and their...

Description Usage Arguments Value Author(s) See Also Examples

View source: R/coef.summary.censReg.R

Description

This function returns the estimated coefficients of censored regression models as well as their standard errors, z-values, and P-values.

Usage

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

Arguments

object

object of class "summary.censReg" (returned by summary.censReg).

logSigma

logical value indicating whether the variance(s) of the model should be returned logarithmized.

...

currently not used.

Value

coef.summary.censReg returns an matrix, where each row corresponds to one coefficient and the 4 rows contain the estimated coefficients, their standard errors, z-values, and P-values.

Author(s)

Arne Henningsen

See Also

censReg, summary.censReg and coef.censReg

Examples

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

Example output

Loading required package: maxLik
Loading required package: miscTools

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/
                Estimate Std. error   t value       Pr(> t)
(Intercept)    8.1741974 2.74144555  2.981711  2.866428e-03
age           -0.1793326 0.07909324 -2.267357  2.336845e-02
yearsmarried   0.5541418 0.13451794  4.119464  3.797546e-05
religiousness -1.6862205 0.40375155 -4.176381  2.961830e-05
occupation     0.3260532 0.25442475  1.281531  2.000072e-01
rating        -2.2849727 0.40782792 -5.602786  2.109331e-08
logSigma       2.1098592 0.06709817 31.444362 5.012721e-217

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