vcov.CBPS {CBPS}

Calculate Variance-Covariance Matrix for a Fitted CBPS Object

Description

vcov.CBPS Returns the variance-covariance matrix of the main parameters of a fitted CBPS object.

Usage

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

Arguments

object

An object of class formula (or one that can be coerced to that class): a symbolic description of the model to be fitted.

...

Additional arguments to be passed to vcov.CBPS

Details

This is the CBPS implementation of the generic function vcov().

Value

A matrix of the estimated covariances between the parameter estimates in the linear or non-linear predictor of the model.

Author(s)

Christian Fong, Marc Ratkovic, and Kosuke Imai.

References

This documentation is modeled on the documentation of the generic vcov.

See Also

vcov

Examples

###
### Example: Variance-Covariance Matrix
###

##Load the LaLonde data
data(LaLonde)
## Estimate CBPS via logistic regression
fit <- CBPS(treat ~ age + educ + re75 + re74 + I(re75==0) + I(re74==0), 
		    data = LaLonde, ATT = TRUE)
## Get the variance-covariance matrix.
vcov(fit)