micsr_objects.R
In micsr: Microeconometrics with R

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#| warning: false
library(micsr)
bank_msq <- ivldv(federiv ~ eqrat + optval +  mktbk +
                      perfor + dealdum | . - eqrat - optval +
                      no_emp + no_subs + no_off,
                  data = federiv, method = "ml")


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bank_msq$npar


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#| collapse: true
select_coef(bank_msq)
select_coef(bank_msq, subset = c("resid", "chol"))


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#| collapse: true
coef(bank_msq)
coef(bank_msq, subset = c("resid", "chol"))
vcov(bank_msq, subset = c("resid"))


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#| collapse: true
vcov(bank_msq, subset = c("all"), grep = "Intercept")


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#| collapse: true
npar(bank_msq)
npar(bank_msq, subset = c("resid", "chol"))


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vcov(bank_msq, subset = "resid", vcov = "opg")


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#| collapse: true
sqrt(diag(vcov(bank_msq, subset = "resid")))
stder(bank_msq, subset = "resid")


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pbt <- binomreg(mode ~ cost + ivtime + ovtime,
                data = mode_choice, link = 'probit')
pbt$logLik


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#| collapse: true
logLik(pbt)
logLik(pbt, type = "model")
logLik(pbt, type = "saturated")
logLik(pbt, type = "null")


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#| collapse: true
AIC(pbt)
BIC(pbt)
AIC(pbt, type = "null")
AIC(pbt, k = 5)


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#| collapse: true
deviance(pbt)
deviance(pbt, type = "null")


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#| collapse: true
pbt$test


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summary(bank_msq, subset = c("chol", "resid"), vcov = "opg")