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Sampling Covariance Matrix of the Standardized Regression Slopes

Source: R/betaDelta-methods-beta-delta.R
vcov.betadelta.Rd

Sampling Covariance Matrix of the Standardized Regression Slopes

Usage

# S3 method for betadelta
vcov(object, ...)

Arguments

object

Object of class betadelta.

...

additional arguments.

Value

Returns a matrix of the variance-covariance matrix of standardized slopes.

Author

Ivan Jacob Agaloos Pesigan

Examples

object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)
std <- BetaDelta(object)
vcov(std)
#>               NARTIC       PCTGRT      PCTSUPP
#> NARTIC   0.005754524 -0.003360334 -0.002166127
#> PCTGRT  -0.003360334  0.005933462 -0.001769723
#> PCTSUPP -0.002166127 -0.001769723  0.005585256