SpatialProbit-class: Class of Spatial Probit Model.
Description
Class of Spatial Probit Model.
Slots
beta- numeric, the estimated parameters for the covariates.
rho- numeric, the estimated spatial dependence parameter.
coeff- numeric, all estimated parameters.
loglik- numeric, the likelihood associated to the estimated model.
formulaformula.nobs- numeric, number of observations.
nvar- numeric, number of covariates.
y- numeric, vector of observed dependent variable.
X- matrix, matrix of covariates.
time- numeric, estimation time.
DGP- character, DGP of the model (SAR or SEM).
method- character, estimation method ("
conditional" or
"full-lik"). varcov- character, indicates the matrix used in the algorithm
("
varcov" or "precision"). W- SparseMatrix, the spatial weight matrix.
iW_CL- numeric, the order of approximation used in the conditional
method.
iW_FL- numeric, the order of approximation used inside the likelihood
function for the
full-lik method. iW_FG- numeric, the order of approximation used inside the gradient
functions for the
full-lik method. reltol- numeric, the relative convergence tolerance.
prune- numeric, the pruning for the gradient functions.
env- an
environment containing information for use in later
function calls to save time. message- a integer giving any additional information or NULL.