The vcov
method for mlogit
objects extract the
covariance matrix of the coefficients, the errors or the random
parameters.
# S3 method for mlogit
vcov(object, what = c('coefficient', 'errors', 'rpar'),
type = c('cov', 'cor', 'sd'), reflevel = NULL, ...)
a mlogit
object,
indicates which covariance matrix has to be extracted :
the default value is coefficients
, in this case, vcov
behaves as usual. If what
equals errors
the covariance
matrix of the errors of the model is returned. Finally, if
what
equals rpar
, the covariance matrix of the random
parameters are extracted.
with this argument, the covariance matrix may be returned (the default) ; the correlation matrix and the standard deviation vector may also be extracted.
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.
This new interface replaces the cor.mlogit
and
cov.mlogit
functions which are deprecated.
mlogit
for the estimation of multinomial logit models.