| vcov.lad {L1pack} | R Documentation |
Calculate variance-covariance matrix from lad models
Description
Returns the variance-covariance matrix of the main parameters of a fitted model
for lad objects. The “main” parameters of model correspond to those
returned by coef, and typically do not contain the nuisance scale
parameter.
Usage
## S3 method for class 'lad'
vcov(object, ...)
Arguments
object |
an object representing a fitted model. |
... |
additional arguments for method functions. |
Value
A matrix of the estimated covariances between the parameter estimates in the
linear regression model. This should have row and column names corresponding
to the parameter names given by the coef method.
[Package L1pack version 0.41-245 Index]