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Sampling Covariance Matrix for an Object of Class essandwich

Source: R/betaSandwich-methods-es-sandwich.R
vcov.essandwich.Rd

Sampling Covariance Matrix for an Object of Class essandwich

Usage

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

Arguments

object

Object of class essandwich.

...

additional arguments.

Value

Returns a matrix of the variance-covariance matrix of the estimates.

Author

Ivan Jacob Agaloos Pesigan

Examples

object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)
std <- BetaHC(object)
out <- RSqSandwich(std)
vcov(out)
#>             rsq         adj
#> rsq 0.003288894 0.003523815
#> adj 0.003523815 0.003775516