The vcov method for mlogit objects extract the covariance
matrix of the coefficients, the errors or the random parameters.
# S3 method for mlogit
vcov(
object,
what = c("coefficient", "errors", "rpar"),
subset = c("all", "iv", "sig", "sd", "sp", "chol"),
type = c("cov", "cor", "sd"),
reflevel = NULL,
...
)# S3 method for vcov.mlogit
print(x, ...)
# S3 method for vcov.mlogit
summary(object, ...)
# S3 method for summary.vcov.mlogit
print(
x,
digits = max(3, getOption("digits") - 2),
width = getOption("width"),
...
)
a mlogit object (and a vcov.mlogit for the
summary method),
indicates which covariance matrix has to be extracted : the
default value is coefficients, in this case, vcov behaves as
usual. If what equals errors the covariance matrix of the
errors of the model is returned. Finally, if what equals rpar,
the covariance matrix of the random parameters are extracted,
the subset of the coefficients that have to be extracted (only
relevant if what = "coefficients"),
with this argument, the covariance matrix may be returned (the default) ; the correlation matrix with the standard deviation on the diagonal may also be extracted,
relevent for the extraction of the errors of a multinomial probit model ; in this case the covariance matrix is of error differences is returned and, with this argument, the alternative used for differentiation is indicated,
further arguments.
a vcov.mlogit or a summary.vcov.mlogit object,
the number of digits,
the width of the printing,
Yves Croissant
This new interface replaces the cor.mlogit and cov.mlogit
functions which are deprecated.
mlogit() for the estimation of multinomial logit
models.