Sampling Covariance Matrix of Multiple Correlation Coefficients (R-Squared and Adjusted R-Squared) — vcov.rsqbetasandwich • betaSandwich

Sampling Covariance Matrix of Multiple Correlation Coefficients (R-Squared and Adjusted R-Squared)

Usage

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

Arguments

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

Value

Returns a matrix of the variance-covariance matrix of multiple correlation coefficients (R-squared and adjusted R-squared).

Author

Ivan Jacob Agaloos Pesigan

Examples

object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)
std <- BetaHC(object)
rsq <- RSqBetaSandwich(std)
vcov(rsq)
#>          rsq      adj
#> rsq 15.58911 16.70262
#> adj 16.70262 17.89567