vcov.repolr {repolr} | R Documentation |
Calculates the Variance-Covariance Matrix for Fitted repolr Model
Description
Returns the variance-covariance matrix of the main parameters of a fitted repolr
model object.
Usage
## S3 method for class 'repolr'
vcov(object, robust.var = TRUE, ...)
Arguments
object |
is a model fitted using |
robust.var |
logical; if |
... |
further arguments passed to or from other methods. |
Details
Default is to output the estimated robust variance matrix. However, if robust.var
is set to FALSE
, the naive variance matrix is reported.
Value
A matrix of the estimated covariances between the parameter estimates.
Examples
data(HHSpain)
mod.0 <- repolr(HHSpain~Sex*Time, data=HHSpain, categories=4, subjects="Patient",
times=c(1,2,5), corr.mod="uniform", alpha=0.5)
vcov(mod.0, robust.var = FALSE)
[Package repolr version 3.4 Index]