vcov.ivmodel {ivmodel} | R Documentation |
Calculate Variance-Covariance Matrix (i.e. Standard Error) for k-Class Estimators in the ivmodel
Object
Description
This vcov
method returns the variance-covariance matrix for all specified k-Class estimation from an ivmodel
object.
Usage
## S3 method for class 'ivmodel'
vcov(object,...)
Arguments
object |
|
... |
Additional arguments to |
Value
A matrix of standard error estimates for each k-Class estimator.
Author(s)
Yang Jiang, Hyunseung Kang, and Dylan Small
See Also
See also ivmodel
for details on the instrumental variables model.
Examples
data(card.data)
Y=card.data[,"lwage"]
D=card.data[,"educ"]
Z=card.data[,"nearc4"]
Xname=c("exper", "expersq", "black", "south", "smsa", "reg661",
"reg662", "reg663", "reg664", "reg665", "reg666", "reg667",
"reg668", "smsa66")
X=card.data[,Xname]
foo = ivmodel(Y=Y,D=D,Z=Z,X=X)
vcov(foo)
[Package ivmodel version 1.9.1 Index]