Coefficients of Censored Regression Models and their Statistical Properties
This function returns the estimated coefficients of censored regression models as well as their standard errors, z-values, and P-values.
## S3 method for class 'summary.censReg' coef( object, logSigma = TRUE, ... )
object |
object of class |
logSigma |
logical value indicating whether the variance(s) of the model should be returned logarithmized. |
... |
currently not used. |
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.
Arne Henningsen
## Kleiber & Zeileis ( 2008 ), page 142 data( "Affairs", package = "AER" ) estResult <- censReg( affairs ~ age + yearsmarried + religiousness + occupation + rating, data = Affairs ) coef( summary( estResult ) )
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