Extract model parameters and their covariance matrix as well as degrees of freedom (if available) from a fitted model.
modelparm(model, coef., vcov., df, ...)An object of class modelparm with elements
model parameters
covariance matrix of model parameters
degrees of freedom
a fitted model,
for example an object returned by lm,
glm, aov, survreg,
fixest, or lmer etc.
an accessor function for the model parameters. Alternatively, the vector of coefficients.
an accessor function for the covariance matrix of the model parameters. Alternatively, the covariance matrix directly.
an optional specification of the degrees of freedom to be used in subsequent computations.
additional arguments, currently ignored.
One can't expect coef and vcov methods
for arbitrary models to
return a vector of \(p\) fixed effects model parameters (coef)
and corresponding \(p \times p\) covariance matrix (vcov).
The coef. and vcov. arguments can be used to define
modified coef or vcov methods for a specific model.
Methods for lmer, fixest,
and survreg objects are available (internally).
For objects inheriting from class lm the degrees of
freedom are determined from model and the corresponding
multivariate t distribution is used by all methods to glht
objects. By default, the asymptotic multivariate normal distribution
is used in all other cases unless df is specified by the user.