summary.maxLik {micEcon} | R Documentation |
Summary the Maximum-Likelihood estimation including standard errors and t-values.
## S3 method for class 'maxLik': summary(object, ... )
object |
object of class 'maxLik', most probably a result from Maximum-Likelihood estimation. |
... |
currently not used. |
object of class 'summary.maxLik' with following components:
type |
type of maximisation. |
iterations |
number of iterations. |
code |
code of success. |
message |
a short message describing the code. |
loglik |
the loglik value in the maximum. |
estimate |
numeric matrix, the first column contains the parameter estimates, the second the standard errors, third t-values and fourth corresponding probabilities. |
activePar |
logical vector, which parameters are treated as free. |
NActivePar |
number of free parameters. |
Ott Toomet otoomet@ut.ee
## ML estimation of exponential duration model: t <- rexp(100, 2) loglik <- function(theta) log(theta) - theta*t gradlik <- function(theta) 1/theta - t hesslik <- function(theta) -100/theta^2 ## Estimate with numeric gradient and hessian a <- maxLik(loglik, start=1, print.level=2) summary(a) ## Estimate with analytic gradient and hessian a <- maxLik(loglik, gradlik, hesslik, start=1) summary(a)