sigma.mnprobit

Extract standard deviations of random errors of continuous
equation of <code>mnprobit</code> function.

Estimate the parameters of multivariate endogenous switching and sample selection models using methods described in Newey (2009) <doi:10.1111/j.1368-423X.2008.00263.x>, E. Kossova, B. Potanin (2018) <https://ideas.repec.org/a/ris/apltrx/0346.html>, E. Kossova, L. Kupriianova, B. Potanin (2020) <https://ideas.repec.org/a/ris/apltrx/0391.html> and E. Kossova, B. Potanin (2022) <https://ideas.repec.org/a/ris/apltrx/0455.html>.

Potanin Bogdan

switchSelection

Endogenous Switching and Sample Selection Regression Models

Bogdan Potanin

Sofiia Dolgikh

sigma.mnprobit function

<dl><dt>object</dt>
<dd>object of class "mnprobit".</dd>
<dt>use.fallback</dt>
<dd>logical, passed to <code>nobs</code> (currently ignored).</dd>
<dt>...</dt>
<dd>further arguments (currently ignored).</dd>
<dt>regime</dt>
<dd>regime of continuous equation</dd></dl>

Arguments

Extract Residual Standard Deviation 'Sigma' — sigma.mnprobit

<dl>

<dt>object</dt>
<dd>object of class "mnprobit".</dd>


<dt>use.fallback</dt>
<dd>logical, passed to <code>nobs</code> (currently ignored).</dd>


<dt>...</dt>
<dd>further arguments (currently ignored).</dd>


<dt>regime</dt>
<dd>regime of continuous equation</dd>

</dl>

sigma.mnprobit: Extract Residual Standard Deviation 'Sigma'

Description

Usage

Value

Arguments

Details