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Extract Standard Errors from mlmodel Objects

Extracts standard errors for an mlmodel object.

Usage

se(object, ...)

# S3 method for class 'mlmodel'
se(
  object,
  vcov = NULL,
  vcov.type = "oim",
  cl_var = NULL,
  repetitions = 999,
  seed = NULL,
  progress = FALSE,
  ...
)

Arguments

object

An object of class "mlmodel".

...

Further arguments passed to methods (currently not used).

vcov

An optional user-supplied variance-covariance matrix.

vcov.type

Character string specifying the type of variance-covariance matrix to use. One of "oim" (default), "opg", "robust", "boot", or "jack". See vcov.mlmodel() for details.

cl_var

Character string or vector. Name of the clustering variable (or the vector itself) when vcov.type = "robust" (or its alias "cluster").

repetitions

Integer. Number of bootstrap replications when vcov.type = "boot". Default is 999.

seed

Integer. Random seed for reproducibility when bootstrapping. If NULL, a random seed is generated internally.

progress

Logical. Should a progress bar be shown during bootstrapping or jackknifing? Default is FALSE.

Value

A named numeric vector of standard errors, with the same names as coef(object).