1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
|
\name{modelparm}
\alias{modelparm}
\title{ Generic Accessor Function for Model Parameters }
\description{
Extract model parameters and their covariance matrix as well as
degrees of freedom (if available) from a fitted model.
}
\usage{
modelparm(model, coef., vcov., df, ...)
}
\arguments{
\item{model}{a fitted model,
for example an object returned by \code{\link{lm}},
\code{\link{glm}}, \code{\link{aov}}, \code{\link[survival]{survreg}},
\code{\link[fixest]{fixest}}, or \code{\link[lme4]{lmer}} etc. }
\item{coef.}{ an accessor function for the model parameters. Alternatively, the vector of coefficients.}
\item{vcov.}{ an accessor function for the covariance matrix of the
model parameters. Alternatively, the covariance matrix directly.}
\item{df}{ an optional specification of the degrees of freedom to be used in
subsequent computations. }
\item{\dots}{ additional arguments, currently ignored. }
}
\details{
One can't expect \code{\link{coef}} and \code{\link{vcov}} methods
for arbitrary models to
return a vector of \eqn{p} fixed effects model parameters (\code{coef})
and corresponding \eqn{p \times p} covariance matrix (\code{vcov}).
The \code{coef.} and \code{vcov.} arguments can be used to define
modified \code{coef} or \code{vcov} methods for a specific model.
Methods for \code{\link[lme4]{lmer}}, \code{\link[fixest]{fixest}},
and \code{\link[survival]{survreg}} objects are available (internally).
For objects inheriting from class \code{\link{lm}} the degrees of
freedom are determined from \code{model} and the corresponding
multivariate t distribution is used by all methods to \code{\link{glht}}
objects. By default, the asymptotic multivariate normal distribution
is used in all other cases unless \code{df} is specified by the user.
}
\value{
An object of class \code{modelparm} with elements
\item{coef}{model parameters}
\item{vcov}{covariance matrix of model parameters}
\item{df}{degrees of freedom}
}
\keyword{misc}
|
