censReg (version 0.5-22)

coef.censReg: Coefficients, their Covariances, and Log-Likelihood Values of Censored Regression Models

Description

These functions extract the coefficient vectors, the corresponding covariance matrices, and log-likelihood values from censored regression models.

Usage

"coef"( object, logSigma = TRUE, ... )
"vcov"( object, logSigma = TRUE, ... )
"logLik"( object, ... )

Arguments

object

object of class "censReg" (returned by censReg).

logSigma

logical value indicating whether the variance(s) of the model should be returned logarithmized.

...

currently not used.

Value

coef.censReg returns a vector of the estimated coefficients.vcov.censReg returns the covariance matrix of the estimated coefficients.logLik.censReg returns an object of class "logLik". This object is the log-likelihood value of the estimated model and has an attribute "df" that gives the degrees of freedom, i.e.\ the number of estimated parameters.

See Also

censReg, summary.censReg, and coef.summary.censReg

Examples

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