The vcov method for Rchoice objects extracts the covariance matrix of the coefficients or the random parameters. It also allows to get the standard errors for the variance-covariance matrix of the random parameters
# S3 method for Rchoice
vcov(
object,
what = c("coefficient", "ranp"),
type = c("cov", "cor", "sd"),
se = FALSE,
digits = max(3, getOption("digits") - 2),
...
)cov.Rchoice(x)
cor.Rchoice(x)
se.cov.Rchoice(x, sd = FALSE, digits = max(3, getOption("digits") - 2))
a fitted model of class Rchoice,
indicates which covariance matrix has to be extracted. The default is coefficient. In this case the vcov behaves as usual. If what = "ranp" the covariance matrix of the random parameters is returned as default,
if the model is estimated with random parameters, then this argument indicates what matrix should be returned. If type = "cov", then the covariance matrix of the random parameters is returned; if type = "cor" then the correlation matrix of the random parameters is returned; if type = "sd" then the standard deviation of the random parameters is returned,
if TRUE and type = "cov" then the standard error of the covariance matrix of the random parameters is returned; if TRUE and type = "sd" the standard error of the standard deviation of the random parameter is returned. This argument if valid only if the model is estimated using correlated random parameters,
number of digits,
further arguments
a fitted model of class Rchoice,
if TRUE, then the standard deviation of the random parameters are returned,
This new interface replaces the cor.Rchoice, cov.Rchoice and se.cov.Rchoice functions which are deprecated.
Rchoice for the estimation of discrete choice models with random parameters.