select_coef

<code>micsr</code> objects have a <code>rpar</code> element which is vector of integers
with names that indicates the kind of the coefficients. For
example, if the 6 first coefficients are covariates parameters and
the next 3 parameters that define the distribution of the errors,
<code>npar</code> will be c(covariates = 6, vcov = 3). It has an attribute
which indicates the subset of coefficients that should be selected
by default. <code>select_coef</code> has a <code>subset</code> argument (a character
vector) and returns a vector of integers which is the position of
the coefficients to extract.

Functions, data sets and examples for the book: Yves Croissant (2025) "Microeconometrics with R", Chapman and Hall/CRC The R Series <doi:10.1201/9781003100263>. The package includes a set of estimators for models used in microeconometrics, especially for count data and limited dependent variables. Test functions include score test, Hausman test, Vuong test, Sargan test and conditional moment test. A small subset of the data set used in the book is also included.

Yves Croissant

micsr

Microeconometrics with R

select_coef function

<dl><dt>object</dt>
<dd>a fitted model</dd>
<dt>subset</dt>
<dd>a character vector, the type of parameters to extract</dd>
<dt>fixed</dt>
<dd>if <code>TRUE</code>, the fixed parameters are selected</dd>
<dt>grep</dt>
<dd>a regular expression</dd>
<dt>invert</dt>
<dd>should the coefficients that don't match the
pattern should be selected ?</dd></dl>

Arguments

select a subset of coefficients — select_coef

<dl>

<dt>object</dt>
<dd>a fitted model</dd>


<dt>subset</dt>
<dd>a character vector, the type of parameters to extract</dd>


<dt>fixed</dt>
<dd>if <code>TRUE</code>, the fixed parameters are selected</dd>


<dt>grep</dt>
<dd>a regular expression</dd>


<dt>invert</dt>
<dd>should the coefficients that don't match the
pattern should be selected ?</dd>

</dl>

select_coef: select a subset of coefficients

Description

Usage

Value

Arguments