ifit objectsMethods and functions usable fo extracting information from an object
of class ifit
# S3 method for ifit
coef(object, ...)# S3 method for ifit
vcov(object, type = c("parameters", "statistics"), ...)
# S3 method for ifit
confint(object, parm, level = 0.95, ...)
controlIFIT(object)
globalIFIT(object)
jacobianIFIT(object)
numsimIFIT(object)
diagIFIT(object, plot = TRUE)
estfunIFIT(object)
coef returns a numeric vector with the estimated parameters
vcov returns a numeric matrix containing either the
estimates or summary statistics variance-covariance matrix.
confint returns a matrix (or vector) with columns giving lower and upper
confidence limits for each parameter. The intervals assume the
asymptotic normality of the summary statistics.
controlIFIT return a list containing the values of the constants
Ninit, NFitlocal,... used to estimate the model.
globalIFIT return the vector of the estimated parameters after
the global search
jacobianIFIT returns a numeric matrix containing the estimated
jacobian of the summary statistcs mean.
numsimIFIT returns an integer vector of length 2 containing the
number of simulations used during the global and local search
phases.
diagIFIT returns, and optionally plot, a numeric vector containing
the observed summary statistics standardized with their means and
standard deviances estimated at the final parameters; and, as attributes,
the Sargan-Hansen test statistic, its degrees of freedom and
the corresponding p-value. The
class of the returned object is ifit.diag for which suitable
print and plot methods are available.
estfunIFIT returns a numeric vector containing the estimating function evaluated
at the final parameters; as attributes, the function also returns
the estimated standard errors of the estimating function, its Mahalanobis norm
and the number of degree of freedom. The
class of the returned object is ifit.estfun for which a suitable
print method is available.
an object returned by ifit
additional arguments, currently not used
should the (estimated) covariance matrix of the parameters or of summary statistics returned?
a specification of which parameters are to be given confidence intervals.
the confidence level required.
if TRUE the summary statistics are plotted and the object is returned as invisible; otherwise, the statistics are not plotted and the object is returned as visible.