diseq (version 0.4.6)

logLik,market_fit-method: Log likelihood of a fitted market model.

Description

Specializes the logLik function for the market models of the package estimated with full information minimum likelihood. It returns NULL for the equilibrium model estimated with systemfit.

Usage

# S4 method for market_fit
logLik(object)

Arguments

object

A fitted model object.

Value

A logLik object.

Examples

# NOT RUN {
# estimate a model using the houses dataset
fit <- diseq_deterministic_adjustment(
  HS | RM | ID | TREND ~
  RM + TREND + W + CSHS + L1RM + L2RM + MONTH |
  RM + TREND + W + L1RM + MA6DSF + MA3DHF + MONTH,
  fair_houses(),  correlated_shocks = FALSE,
  estimation_options = list(control = list(maxit = 1e+6)))

# get the log likelihood object
logLik(fit)
# }