sigma.msel: Extract Residual Standard Deviation 'Sigma'

In switchSelection: Endogenous Switching and Sample Selection Regression Models

Extract Residual Standard Deviation 'Sigma'

Description

Extract standard deviations of random errors of continuous equations of msel function.

Usage

## S3 method for class 'msel'
sigma(object, use.fallback = TRUE, ..., regime = NULL, eq2 = NULL)

Arguments

object	object of class "msel".
use.fallback	logical, passed to nobs (currently ignored).
...	further arguments (currently ignored).
regime	regime of continuous equation
eq2	index of continuous equation

Details

Available only if estimator = "ml" or all degrees values are equal to 1.

Value

Returns estimates of the standard deviations of \varepsilon_{i}. If eq2 = k then estimates only for k-th continuous equation are returned. If in addition regime = r then estimate of \sqrt{Var(\varepsilon_{ri})} is returned. Herewith if regime is not NULL and eq2 is NULL it is assumed that eq2 = 1.

switchSelection documentation built on Sept. 26, 2024, 5:07 p.m.