censReg (version 0.5-38)

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

# S3 method for censReg
coef( object, logSigma = TRUE, ... )
# S3 method for censReg
vcov( object, logSigma = TRUE, ... )
# S3 method for censReg
logLik( object, ... )

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.

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.

Author

Arne Henningsen

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 )