vcov.diffbetasandwich {betaSandwich} | R Documentation |
Sampling Covariance Matrix of Differences of Standardized Regression Slopes
## S3 method for class 'diffbetasandwich'
vcov(object, ...)
object |
Object of class |
... |
additional arguments. |
Returns a matrix of the variance-covariance matrix of differences of standardized regression slopes.
Ivan Jacob Agaloos Pesigan
object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)
std <- BetaHC(object)
diff <- DiffBetaSandwich(std)
vcov(diff)