logLik: Log likelihood of a fitted market model.
In diseq: Estimation Methods for Markets in Equilibrium and Disequilibrium

logLik,market_fit-method

R Documentation

Log likelihood of a fitted market model.

Description

Specializes the logLik function for the market models of the package estimated with full information minimum likelihood. It returns NULL for the equilibrium model estimated with systemfit.

Usage

## S4 method for signature 'market_fit'
logLik(object)

Arguments

object

A fitted model object.

Value

A logLik object.

Examples


# estimate a model using the houses dataset
fit <- diseq_deterministic_adjustment(
  HS | RM | ID | TREND ~
  RM + TREND + W + CSHS + L1RM + L2RM + MONTH |
  RM + TREND + W + L1RM + MA6DSF + MA3DHF + MONTH,
  fair_houses(),  correlated_shocks = FALSE,
  estimation_options = list(control = list(maxit = 1e+6)))

# get the log likelihood object
logLik(fit)

diseq documentation built on June 2, 2022, 1:10 a.m.