vcov.copCAR {copCAR} | R Documentation |

## Return the estimated covariance matrix for a `copCAR`

model object.

### Description

Return the estimated covariance matrix for a `copCAR`

model object.

### Usage

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

### Arguments

`object` |
a fitted |

`...` |
additional arguments. |

### Details

Unless `copCAR`

was called with `confint = "none"`

, this function returns an estimate of the covariance matrix of the CE/CML/DT estimator of the parameters. If `confint = "bootstrap"`

, `cov`

is applied to the bootstrap sample to compute the estimate. If `confint = "asymptotic"`

, an estimate of the asymptotic covariance matrix is returned; this is an estimate of the inverse Fisher information matrix if `method = "CE"`

, or an estimate of the inverse of the Godambe information matrix if `method = "CML"`

or `method = "DT"`

. Note that the entries involving the spatial dependence parameter are for `\gamma=\Phi^{-1}(\rho)`

rather than for `\rho`

(Hughes, 2015).

### Value

An estimate of the covariance matrix of the CE/CML/DT estimator of the parameters.

### References

Hughes, J. (2015) copCAR: A flexible regression model for areal data. *Journal of Computational and Graphical Statistics*, **24**(3), 733–755.

*copCAR*version 2.0-4 Index]