logLik.systemfit {systemfit} | R Documentation |
This method calculates the log-likelihood value
of a fitted object returned by systemfit
.
## S3 method for class 'systemfit' logLik( object, ... )
object |
an object of class |
... |
currently not used. |
A numeric scalar (the log-likelihood value) with 2 attributes:
nobs
(total number of observations in all equations) and
df
(number of free parameters, i.e. coefficients
+ elements of the residual covariance matrix).
Arne Henningsen arne.henningsen@googlemail.com
data( "Kmenta" ) eqDemand <- consump ~ price + income eqSupply <- consump ~ price + farmPrice + trend system <- list( demand = eqDemand, supply = eqSupply ) ## perform a SUR estimation fitsur <- systemfit( system, "SUR", data = Kmenta ) ## residuals of all equations logLik( fitsur )