Sampling Covariance Matrix of Differences of Standardized Regression Slopes — vcov.diffbetadelta • betaDelta

Sampling Covariance Matrix of Differences of Standardized Regression Slopes

Usage

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

Arguments

object: Object of class diffbetadelta.
...: additional arguments.

Value

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

Author

Ivan Jacob Agaloos Pesigan

Examples

object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)
std <- BetaDelta(object)
diff <- DiffBetaDelta(std)
vcov(diff)
#>                NARTIC-PCTGRT NARTIC-PCTSUPP PCTGRT-PCTSUPP
#> NARTIC-PCTGRT    0.018408653    0.009511262   -0.008897391
#> NARTIC-PCTSUPP   0.009511262    0.015672035    0.006160773
#> PCTGRT-PCTSUPP  -0.008897391    0.006160773    0.015058164