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coef() returns the fixed-effect point estimates; vcov() returns their covariance matrix, taken from the fit's TMB sdreport().

Usage

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

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

Arguments

object

A fitted multivariate model returned by gllvmTMB().

...

Ignored, present for S3 consistency.

Value

coef(): a named numeric vector, one entry per fixed-effect term (object$X_fix_names).

vcov(): a square numeric matrix with those same names on both margins. Rows and columns for coefficients held fixed via Xcoef_fixed are NA – a fixed parameter was not estimated, so it has no sampling covariance.

Point estimates need no standard errors

coef() works on any fit, including one made with gllvmTMBcontrol(se = FALSE) – point estimates are this package's supported claim and do not depend on sdreport(). vcov() does depend on it, and raises the same typed errors confint() does when it is missing (gllvmTMB_confint_no_sdreport) or non-finite (gllvmTMB_confint_nonfinite_se), naming standard_errors() as the remedy in the first case. The conditions are shared deliberately: a caller that handles one should handle the other.

What this covariance is

The fixed-effect block of the single TMB sdreport() the fit already carries – a Wald covariance, with exactly the caveats any Wald quantity from this package carries. It is not a resampled or profiled quantity, and no interval built from it has certified coverage. vcov() refuses a fit with non-unit likelihood weights: that fit targets a weighted estimating objective and has no certified sandwich covariance.

See also

standard_errors() to compute the sdreport() after fitting; confint() for intervals; summary() for a coefficient table.

Examples

if (FALSE) { # \dontrun{
coef(fit)
vcov(fit)
} # }