stder

stder.default

The standard errors are a key element while presenting the results
of a model. They are the second column of the table of coefficient
and are used to compute the t/z-value. <code>stder</code> enables to retrieve
easily the vector of standard errors, either from a fitted model or
from a matrix of covariance

misc

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

stder function

<dl><dt>x</dt>
<dd>a fitted model or a matrix of covariance</dd>
<dt>vcov</dt>
<dd>a function that computes a covariance matrix, or a character</dd>
<dt>subset, grep, fixed, invert</dt>
<dd>invert see `micsr::select_coef</dd>
<dt>...</dt>
<dd>further arguments</dd></dl>

Arguments

Extract the standard errors of estimated coefficients — stder

<dl>

<dt>x</dt>
<dd>a fitted model or a matrix of covariance</dd>


<dt>vcov</dt>
<dd>a function that computes a covariance matrix, or a character</dd>


<dt>subset, grep, fixed, invert</dt>
<dd>invert see `micsr::select_coef</dd>


<dt>...</dt>
<dd>further arguments</dd>

</dl>

stder: Extract the standard errors of estimated coefficients

Description

Usage

Value

Arguments