vcovPC.prais {prais} | R Documentation |
Extract Panel-Corrected Variance Covariance Matrix
Description
Panel-corrected covariance matrix estimators for models of class "prais"
.
Usage
## S3 method for class 'prais'
vcovPC(x, pairwise = FALSE, ...)
Arguments
x |
an object of class |
pairwise |
logical. If |
... |
not used. |
Details
vcovPC
is a function for estimating a panel-corrected covariance matrix of parameters for
the Prais-Winsten estimator.
Value
An object of class "matrix".
References
Beck, N. L. and Katz, J. N. (1995): What to do (and not to do) with time-series cross-section data. American Political Science Review 89, 634-647.
See Also
[Package prais version 1.1.2 Index]