vcov.mnp: Extract Multinomial Probit Model Covariance Matrix

In kosukeimai/MNP: Fitting the Multinomial Probit Model

Extract Multinomial Probit Model Covariance Matrix

Description

vcov.mnp is a function which extracts the posterior draws of covariance matrix from objects returned by mnp.

Usage

## S3 method for class 'mnp'
vcov(object, subset = NULL, ...)

Arguments

object	An output object from mnp.
subset	A scalar or a numerical vector specifying the row number(s) of param in the output object from mnp. If specified, the posterior draws of covariance matrix for those rows are extracted. The default is NULL where all the posterior draws are extracted.
...	further arguments passed to or from other methods.

Value

When a numerical vector or NULL is specified for subset argument, vcov.mnp returns a three dimensional array where the third dimension indexes posterior draws. When a scalar is specified for subset arugment, vcov.mnp returns a matrix.

Author(s)

Kosuke Imai, Department of Government and Department of Statistics, Harvard University [e-mail]

See Also

mnp, coef.mnp;

kosukeimai/MNP documentation built on March 15, 2023, 7:14 a.m.