Log likelihood of a fitted market model. — logLik,market

Specializes the logLik function for the market models of the package estimated with full information minimum likelihood. It returns NULL for the equilibrium model estimated with systemfit.

# S4 method for market_fit
logLik(object)

Arguments

object: A fitted model object.

Value

A logLik object.

Examples

# \donttest{
# estimate a model using the houses dataset
fit <- diseq_deterministic_adjustment(
  HS | RM | ID | TREND ~
  RM + TREND + W + CSHS + L1RM + L2RM + MONTH |
  RM + TREND + W + L1RM + MA6DSF + MA3DHF + MONTH,
  fair_houses(),  correlated_shocks = FALSE,
  estimation_options = list(control = list(maxit = 1e+6)))

# get the log likelihood object
logLik(fit)
#> 'log Lik.' -862.3327 (df=39)
# }