Skip to contents

Obtain covariance matrix estimation

Source: R/miscDiagnostics.R
vcov.singleRStaticCountData.Rd

A vcov method for singleRStaticCountData class.

Usage

# S3 method for class 'singleRStaticCountData'
vcov(object, type = c("Fisher", "observedInform"), ...)

Arguments

object

object of singleRStaticCountData class.

type

type of estimate for covariance matrix for now either expected (Fisher) information matrix or observed information matrix.

...

additional arguments for method functions

Value

A covariance matrix for fitted coefficients, rows and columns of which correspond to parameters returned by coef method.

Details

Returns a estimated covariance matrix for model coefficients calculated from analytic hessian or Fisher information matrix usually utilizing asymptotic effectiveness of maximum likelihood estimates. Covariance type is taken from control parameter that have been provided on call that created object if arguments type was not specified.

See also

vcovHC.singleRStaticCountData() sandwich::sandwich()