Print a fitted panel copula model
Examples
# \donttest{
set.seed(1)
N <- 30L; Time <- 6L
d <- data.frame(id = rep(seq_len(N), each = Time),
year = rep(seq_len(Time), times = N))
alpha <- rep(rnorm(N), each = Time)
e <- rnorm(N * Time)
d$x <- exp(rnorm(N * Time) + 0.5 * e) # endogenous: correlated with e
d$z <- rnorm(N * Time) # exogenous
d$y <- alpha + 0.5 * d$x + d$z + e
fit <- CopRegPANEL(y ~ x | z, data = d, index = c("id", "year"),
nboots = 15, verbose = FALSE)
print(fit)
#>
#> Panel copula MLE (Haschka 2022)
#>
#> Call:
#> CopRegPANEL(formula = y ~ x | z, data = d, index = c("id", "year"),
#> nboots = 15, verbose = FALSE)
#>
#> Balanced panel: n = 30, T = 6, observations = 180
#>
#> Coefficients:
#> x z
#> 0.4755 0.9448
#>
# }