vcov.mlogit {mlogit} | R Documentation |
The vcov
method for mlogit
objects extract the
covariance matrix of the coefficients, the errors or the random
parameters.
## S3 method for class 'mlogit' vcov(object, what = c('coefficient', 'errors', 'rpar'), type = c('cov', 'cor', 'sd'), reflevel = NULL, ...)
object |
a |
what |
indicates which covariance matrix has to be extracted :
the default value is |
type |
with this argument, the covariance matrix may be returned (the default) ; the correlation matrix and the standard deviation vector may also be extracted. |
reflevel |
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. |
This new interface replaces the cor.mlogit
and
cov.mlogit
functions which are deprecated.
Yves Croissant
mlogit
for the estimation of multinomial logit models.