coef.intReg: Extract (only informative) coefficients, standard errors, and...

In intReg: Interval Regression

Description

Internally, the interval boundaries are treated as fixed parameters. These methods extract only the informative ones (by default), i.e. they do not return the interval boundaries.

Usage

## S3 method for class 'intReg'
coef(object, boundaries = FALSE, ...)
## S3 method for class 'intReg'
stdEr(x, boundaries = FALSE, ...)
## S3 method for class 'intReg'
summary(object, boundaries = FALSE, ...)
## S3 method for class 'intReg'
vcov(object, boundaries = FALSE, ...)

Arguments

object,x	object of class ‘intReg’, estimated interval regression model
boundaries	logical, whether to return (fixed) interval boundary parameters
...	arguments for other methods

Value

a named numeric vector or matrix, for the estimated coefficients and standard errors, and variance-covariance matrix respectively.

Author(s)

Ott Toomet [e-mail]

See Also

summary.intReg which provides related functionality.

Examples

## Example of observation-specific boundaries
## Estimate the willingness to pay for the Kakadu National Park
## Data given in intervals -- 'lower' for lower bound and 'upper' for upper bound.
## Note that dichotomous-coice answers are already coded to 'lower' and 'upper'
data(Kakadu, package="Ecdat")
set.seed(1)
Kakadu <- Kakadu[sample(nrow(Kakadu), 400),]
                        # subsample to speed up the estimation
## Estimate in log form, change 999 to Inf
lb <- log(Kakadu$lower)
ub <- Kakadu$upper
ub[ub > 998] <- Inf
ub <- log(ub)
y <- cbind(lb, ub)
m <- intReg(y ~ sex + log(income) + age + schooling + 
              recparks + jobs + lowrisk + wildlife + future + aboriginal + finben +
              mineparks + moreparks + gov +
              envcon + vparks + tvenv + major, data=Kakadu)
## You may want to compare the results to Werner (1999),
## Journal of Business and Economics Statistics 17(4), pp 479-486
print(coef(m))
print(coef(m, boundaries=TRUE))
print(nObs(m))

intReg documentation built on May 2, 2019, 6:03 a.m.