vcov.feis {feisr} | R Documentation |
Calculate Variance-Covariance Matrix for feis models
Description
Returns the variance-covariance matrix of the main parameters of an object of class "feis
".
By default, this is the unscaled variance-covariance matrix.
Usage
## S3 method for class 'feis'
vcov(object, ..., scale = FALSE)
Arguments
object |
an object of class " |
... |
further arguments. |
scale |
logical. If |
Details
By default, vcov()
return the unscaled variance-covariance matrix of the fitted FEIS model.
If set to scale = TRUE
, the vcov is scaled by the nuisance parameter sigma^2
(as is object$vcov
). Note that corrections for clustering (i.e. robust = TRUE
in the fitted model) are ignored in vcov()
. In this case, object$vcov
will return
the vcov with corrections for clustering.
Value
A matrix of the estimated covariances between the parameter estimates in the fitted FEIS model.
See Also
Examples
data("mwp", package = "feisr")
feis.mod <- feis(lnw ~ marry + enrol | exp,
data = mwp, id = "id")
vcov(feis.mod)
all.equal(vcov(feis.mod), feis.mod$vcov) # FALSE: not equal, because vcov() unscaled
all.equal(vcov(feis.mod, scale = TRUE), feis.mod$vcov) # equal
[Package feisr version 1.3.0 Index]