vcov-package {vcov} | R Documentation |
Variance-Covariance Matrices and Standard Errors
Description
This package is designed to produce variance-covariance matrices and standard errors as directly/efficiently as possible from fit models. Default methods (e.g., in stats
) tend to first compute the summary
object for a model, from which the matrix is extracted. The catch is that the summary
itself often involves several other extraneous computations. The summary
methods are typically fast for most purposes, but falter in this regard when a user wishes to compute standard errors of perhaps thousands of models (as may happen, for example, when bootstrapping).
[Package vcov version 0.0.1 Index]