vcov.mlogit: vcov method for mlogit objects

In mlogit: Multinomial Logit Models

vcov method for mlogit objects

Description

The 'vcov' method for 'mlogit' objects extract the covariance matrix of the coefficients, the errors or the random parameters.

Usage

## S3 method for class 'mlogit'
vcov(
  object,
  what = c("coefficient", "errors", "rpar"),
  subset = c("all", "iv", "sig", "sd", "sp", "chol"),
  type = c("cov", "cor", "sd"),
  reflevel = NULL,
  ...
)

## S3 method for class 'vcov.mlogit'
print(x, ...)

## S3 method for class 'vcov.mlogit'
summary(object, ...)

## S3 method for class 'summary.vcov.mlogit'
print(
  x,
  digits = max(3, getOption("digits") - 2),
  width = getOption("width"),
  ...
)

Arguments

object	a 'mlogit' object (and a 'vcov.mlogit' for the summary method),
what	indicates which covariance matrix has to be extracted : the default value is 'coefficients', in this case, 'vcov' behaves as usual. If 'what' equals 'errors' the covariance matrix of the errors of the model is returned. Finally, if 'what' equals 'rpar', the covariance matrix of the random parameters are extracted,
subset	the subset of the coefficients that have to be extracted (only relevant if 'what' ' = "coefficients"'),
type	with this argument, the covariance matrix may be returned (the default) ; the correlation matrix with the standard deviation on the diagonal may also be extracted,
reflevel	relevent for the extraction of the errors of a multinomial probit model ; in this case the covariance matrix is of error differences is returned and, with this argument, the alternative used for differentiation is indicated,
...	further arguments.
x	a 'vcov.mlogit' or a 'summary.vcov.mlogit' object,
digits	the number of digits,
width	the width of the printing,

Details

This new interface replaces the 'cor.mlogit' and 'cov.mlogit' functions which are deprecated.

Author(s)

Yves Croissant

See Also

[mlogit()] for the estimation of multinomial logit models.

mlogit documentation built on June 10, 2025, 9:10 a.m.