vcov method for mlogit objects
The vcov method for mlogit objects extract the covariance
matrix of the coefficients, the errors or the random parameters.
## S3 method for class 'mlogit'
vcov(
object,
what = c("coefficient", "errors", "rpar"),
subset = c("all", "iv", "sig", "sd", "sp", "chol"),
type = c("cov", "cor", "sd"),
reflevel = NULL,
...
)
## S3 method for class 'vcov.mlogit'
print(x, ...)
## S3 method for class 'vcov.mlogit'
summary(object, ...)
## S3 method for class 'summary.vcov.mlogit'
print(
x,
digits = max(3, getOption("digits") - 2),
width = getOption("width"),
...
)object |
a |
what |
indicates which covariance matrix has to be extracted : the
default value is |
subset |
the subset of the coefficients that have to be extracted (only
relevant if |
type |
with this argument, the covariance matrix may be returned (the default) ; the correlation matrix with the standard deviation on the diagonal may also be extracted, |
reflevel |
relevent for the extraction of the errors of a multinomial probit model ; in this case the covariance matrix is of error differences is returned and, with this argument, the alternative used for differentiation is indicated, |
... |
further arguments. |
x |
a |
digits |
the number of digits, |
width |
the width of the printing, |
This new interface replaces the cor.mlogit and cov.mlogit
functions which are deprecated.
Yves Croissant
mlogit() for the estimation of multinomial logit
models.
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