Sampling Covariance Matrix of the Standardized Regression Slopes
Usage
# S3 method for class '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