R: vcov method for mlogit objects

vcov.mlogit {mlogit} | R Documentation

## vcov method for mlogit objects

### Description

The `vcov` method for `mlogit` objects extract the covariance matrix of the coefficients, the errors or the random parameters.

### Usage

    ## S3 method for class 'mlogit'
    vcov(object, what = c('coefficient', 'errors', 'rpar'),
                            type = c('cov', 'cor', 'sd'), reflevel = NULL, ...)

### Arguments

`object` | a `mlogit` object,
`what` | 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.
`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.

### Details

This new interface replaces the `cor.mlogit` and `cov.mlogit` functions which are deprecated.

### Author(s)

Yves Croissant

### See Also

`mlogit` for the estimation of multinomial logit models.

[Package mlogit version 0.3-0 Index]