vcov_custom: Variance-Covariance matrix of a regression
In ARDL: ARDL, ECM and Bounds-Test for Cointegration
View source: R/crit_val_bounds_sim.R
vcov_custom R Documentation
Variance-Covariance matrix of a regression
Description
vcov_custom creates the Variance-Covariance matrix of a regression. It
is used instead of the vcov because the latter doesn't
work with .lm.fit.
Usage
vcov_custom(indep_vars, model_res)
Arguments
indep_vars
A matrix representing the independent variables.
model_res
A numeric vector representing the regression's residuals.
Value
vcov_custom returns a Variance-Covariance matrix.
Author(s)
Kleanthis Natsiopoulos, klnatsio@gmail.com
See Also
f_test_custom f_bounds_sim
t_bounds_sim
ARDL documentation built on Aug. 21, 2023, 9:10 a.m.
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View source: R/crit_val_bounds_sim.R
| vcov_custom | R Documentation |
Variance-Covariance matrix of a regression
Description
vcov_custom creates the Variance-Covariance matrix of a regression. It
is used instead of the vcov because the latter doesn't
work with .lm.fit.
Usage
vcov_custom(indep_vars, model_res)
Arguments
indep_vars |
A matrix representing the independent variables. |
model_res |
A numeric vector representing the regression's residuals. |
Value
vcov_custom returns a Variance-Covariance matrix.
Author(s)
Kleanthis Natsiopoulos, klnatsio@gmail.com
See Also
f_test_custom f_bounds_sim
t_bounds_sim
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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