Extract components of a copregbayes fit

coef() returns the posterior mean of the regression coefficients, vcov() their posterior covariance matrix, nobs() the number of observations used, formula() the model formula, fitted() the fitted values at the posterior mean coefficients, and residuals() the corresponding residuals.

Usage

# S3 method for class 'copregbayes'
coef(object, ...)

# S3 method for class 'copregbayes'
vcov(object, ...)

# S3 method for class 'copregbayes'
nobs(object, ...)

# S3 method for class 'copregbayes'
formula(x, ...)

# S3 method for class 'copregbayes'
fitted(object, ...)

# S3 method for class 'copregbayes'
residuals(object, ...)

Arguments

object

An object of class "copregbayes", as returned by CopRegBAYES.

...

Not used; present for S3 method consistency.

x

An object of class "copregbayes" (the argument name used by the formula() method).

Value

For coef.copregbayes, a named numeric vector: the posterior mean of each regression coefficient.

For vcov.copregbayes, a numeric matrix: the posterior covariance of the regression coefficients.

For nobs.copregbayes, an integer: the number of observations.

For formula.copregbayes, the two-part model formula.

For fitted.copregbayes, a numeric vector of fitted values.

For residuals.copregbayes, a numeric vector of residuals (response minus fitted values, at the posterior mean coefficients).

References

Haschka, R. E. (2025). Bayesian inference for joint estimation models using copulas to handle endogenous regressors. Oxford Bulletin of Economics and Statistics. doi:10.1111/obes.70023

Examples

set.seed(1)
n <- 60
x <- rnorm(n); z <- x + rnorm(n); y <- 1 + z + x + rnorm(n)
fit <- CopRegBAYES(y ~ z | x, data = data.frame(y, z, x),
                    iterations = 200, burnin = 50, thin = 5, verbose = FALSE)
coef(fit); vcov(fit); nobs(fit); formula(fit)
#> (Intercept)           z           x 
#>   0.8558353   1.7525212   0.3936036 
#>             (Intercept)           z           x
#> (Intercept)  0.03493359 -0.03511199  0.01822975
#> z           -0.03511199  0.25725760 -0.17790201
#> x            0.01822975 -0.17790201  0.15221237
#> [1] 60
#> y ~ z | x
#> <environment: 0x55cbec1b4538>
head(fitted(fit)); head(residuals(fit))
#> [1]  3.7202734  1.1811879  0.2712549  4.3285814  0.2603980 -0.5741297
#>          1          2          3          4          5          6 
#> -2.0775207  1.4898976 -0.4673522 -0.2895742  0.5551536  0.8346516