Extract standard deviations of random errors of continuous
equations of msel function.
# S3 method for msel
sigma(object, use.fallback = TRUE, ..., regime = NULL, eq2 = NULL)Returns estimates of the standard deviations
of \(\varepsilon_{i}\).
If eq2 = k then estimates only for \(k\)-th continuous equation are
returned. If in addition regime = r then estimate of
\(\sqrt{Var(\varepsilon_{ri})}\) is returned.
Herewith if regime is not NULL and eq2 is NULL
it is assumed that eq2 = 1.
object of class "msel".
logical, passed to nobs (currently ignored).
further arguments (currently ignored).
regime of continuous equation
index of continuous equation
Available only if estimator = "ml" or all degrees
values are equal to 1.