vcov.eivlm {eivtools}R Documentation

vcov method for objects of class eivlm.

Description

Extract variance/covariance matrix of estimated parameters from eivlm model object. Analogous to vcov method for other models.

Usage

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

Arguments

object

A model object of class eivlm.

...

Not currently implemented.

Value

Estimated variance/covariance matrix of estimated regression coefficients.


[Package eivtools version 0.1-8 Index]