modelparm function

Generic Accessor Function for Model Parameters

Extract model parameters and their covariance matrix as well as degrees of freedom (if available) from a fitted model.

modelparm(model, coef., vcov., df, ...)

Arguments

• model: a fitted model, for example an object returned by lm, glm, aov, survreg, fixest, or lmer etc.
• coef.: an accessor function for the model parameters. Alternatively, the vector of coefficients.
• vcov.: an accessor function for the covariance matrix of the model parameters. Alternatively, the covariance matrix directly.
• df: an optional specification of the degrees of freedom to be used in subsequent computations.
• ...: additional arguments, currently ignored.

Details

One can't expect coef and vcov methods for arbitrary models to return a vector of $p$ fixed effects model parameters (coef) and corresponding $p \times p$ covariance matrix (vcov).

The coef. and vcov. arguments can be used to define modified coef or vcov methods for a specific model. Methods for lmer, fixest, and survreg objects are available (internally).

For objects inheriting from class lm the degrees of freedom are determined from model and the corresponding multivariate t distribution is used by all methods to glht

objects. By default, the asymptotic multivariate normal distribution is used in all other cases unless df is specified by the user.

Returns

An object of class modelparm with elements - coef: model parameters

• vcov: covariance matrix of model parameters

• df: degrees of freedom