vcov.gmnl: vcov method for gmnl objects

In gmnl: Multinomial Logit Models with Random Parameters

Description

The vcov method for gmnl objects extracts the covariance matrix of the coefficients or the random parameters. It also allows to get the standard errors for the variance-covariance matrix of the random parameters

Usage

## S3 method for class 'gmnl'
vcov(
  object,
  what = c("coefficient", "ranp"),
  type = c("cov", "cor", "sd"),
  se = FALSE,
  Q = NULL,
  digits = max(3, getOption("digits") - 2),
  ...
)

Arguments

object	a fitted model of class gmnl,
what	indicates which covariance matrix has to be extracted. The default is coefficient, in this case the vcov behaves as usual. If what = "ranp" the covariance matrix of the random parameters is returned as default,
type	if the model is estimated with random parameters, then this argument indicates what matrix should be returned. If type = "cov", then the covariance matrix of the random parameters is returned; if type = "cor" then the correlation matrix of the random parameters is returned; if type = "sd" then the standard deviation of the random parameters is returned,
se	if TRUE type = "cov" then the standard error of the covariance matrix of the random parameters is returned; if TRUE type = "sd" the standard error of the standard deviation of the random parameter is returned. This argument if valid only if the model is estimated using correlated random parameters,
Q	this argument is only valid if the "mm" (MM-MNL) model is estimated. It indicates the class for which the variance-covariance matrix is computed,
digits	number of digits,
...	further arguments

Details

This new interface replaces the cor.gmnl, cov.gmnl and se.cov.gmnl functions which are deprecated.

See Also

gmnl for the estimation of multinomial logit models with random parameters.

gmnl documentation built on July 1, 2020, 6:01 p.m.