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.
providing 
.