copulaEndo-class: generics for copulaREndo-class

In Rgui/REndo_1.0: Fitting Linear Models with Endogenous Regressors when No External Instruments Are Available

Description

This class is used to store and further analyze the results of the copulaEndo function when method=1 is applied

Slots

coefficients

- estimated coefficients.

coefEndoVar

- estimated coefficients of the variables considered endogenous.

coefExoVar

- estimated coefficients of the variables considered exogenous.

coefPStar

- estimated coefficient of the additional variable, p*.

seCoefficients

- standard errors of the coefficients.

rho

- the estimate of the correlation between the endogenous variable and the error.

sigma

- standard deviation of the error.

value

- value of the maximum likelihood.

convCode

- the convergence code. If is equal to zero, the model converged.

reg

- returns the regressors matrix.

Examples

getSlots("copulaEndo")

Rgui/REndo_1.0 documentation built on May 9, 2019, 10:03 a.m.