coef.summary.censReg: Coefficients of Censored Regression Models and their...

In censReg: Censored Regression (Tobit) Models

Coefficients of Censored Regression Models and their Statistical Properties

Description

This function returns the estimated coefficients of censored regression models as well as their standard errors, z-values, and P-values.

Usage

## S3 method for class 'summary.censReg'
coef( object, logSigma = TRUE, ... )

Arguments

object	object of class "summary.censReg" (returned by summary.censReg).
logSigma	logical value indicating whether the variance(s) of the model should be returned logarithmized.
...	currently not used.

Value

coef.summary.censReg returns an matrix, where each row corresponds to one coefficient and the 4 rows contain the estimated coefficients, their standard errors, z-values, and P-values.

Author(s)

Arne Henningsen

See Also

censReg, summary.censReg and coef.censReg

Examples

## Kleiber & Zeileis ( 2008 ), page 142
data( "Affairs", package = "AER" )
estResult <- censReg( affairs ~ age + yearsmarried + religiousness +
   occupation + rating, data = Affairs )
coef( summary( estResult ) )

censReg documentation built on April 24, 2024, 3:01 p.m.