vcov.gmnl {gmnl} | R Documentation |
The vcov
method for gmnl
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 class 'gmnl'
vcov(
object,
what = c("coefficient", "ranp"),
type = c("cov", "cor", "sd"),
se = FALSE,
Q = NULL,
digits = max(3, getOption("digits") - 2),
...
)
object |
a fitted model of class |
what |
indicates which covariance matrix has to be extracted. The default is |
type |
if the model is estimated with random parameters, then this argument indicates what matrix should be returned. If |
se |
if |
Q |
this argument is only valid if the " |
digits |
number of digits, |
... |
further arguments |
This new interface replaces the cor.gmnl
, cov.gmnl
and se.cov.gmnl
functions which are deprecated.
gmnl
for the estimation of multinomial logit models with random parameters.