vcov.copCAR {copCAR} | R Documentation |
copCAR
model object.Return the estimated covariance matrix for a copCAR
model object.
## S3 method for class 'copCAR'
vcov(object, ...)
object |
a fitted |
... |
additional arguments. |
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).
An estimate of the covariance matrix of the CE/CML/DT estimator of the parameters.
Hughes, J. (2015) copCAR: A flexible regression model for areal data. Journal of Computational and Graphical Statistics, 24(3), 733–755.