vcov.heckitrob {ssmrob}

Extract Asymptotic Variance Covariance Matrix

Description

Extract the variance covariance matrix of the robust sample selection model fit

Usage

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

Arguments

object

object of class "heckitrob" or object of class "heckit5rob"

...

currently not used

Value

Variance covariance matrix of the second stage. Variance covariance matrix of the selection stage can be extracted using the vcov function for the probit estimator, e.g. vcov(heckitrob.object$stage1).

Author(s)

Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti

See Also

heck2steprobVcov