Sampling Covariance Matrix of the Standardized Regression Slopes
Usage
# S3 method for class 'betasandwich'
vcov(object, ...)
Arguments
- object
Object of class betasandwich.
- ...
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 <- BetaHC(object)
vcov(std)
#> NARTIC PCTGRT PCTSUPP
#> NARTIC 0.006172168 -0.003602529 -0.001943469
#> PCTGRT -0.003602529 0.006699155 -0.002443584
#> PCTSUPP -0.001943469 -0.002443584 0.007311625