Sampling Covariance Matrix of Differences of Standardized Regression Slopes — vcov.diffbetasandwich • betaSandwich

Sampling Covariance Matrix of Differences of Standardized Regression Slopes

Usage

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

Arguments

object: Object of class diffbetasandwich.
...: 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 <- BetaHC(object)
diff <- DiffBetaSandwich(std)
vcov(diff)
#>                NARTIC-PCTGRT NARTIC-PCTSUPP PCTGRT-PCTSUPP
#> NARTIC-PCTGRT    0.020076382    0.009274583   -0.010801799
#> NARTIC-PCTSUPP   0.009274583    0.017370731    0.008096148
#> PCTGRT-PCTSUPP  -0.010801799    0.008096148    0.018897947