vcov.CBPS: Calculate Variance-Covariance Matrix for a Fitted CBPS Object
In CBPS: Covariate Balancing Propensity Score

Description Usage Arguments Details Value Author(s) References See Also Examples

vcov.CBPS Returns the variance-covariance matrix of the main parameters of a fitted CBPS object.

1 2	## S3 method for class 'CBPS' vcov(object, ...)

`object`	An object of class `formula` (or one that can be coerced to that class): a symbolic description of the model to be fitted.
`...`	Additional arguments to be passed to vcov.CBPS

This is the CBPS implementation of the generic function vcov().

A matrix of the estimated covariances between the parameter estimates in the linear or non-linear predictor of the model.

Christian Fong, Marc Ratkovic, and Kosuke Imai.

This documentation is modeled on the documentation of the generic vcov.

vcov

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### Example: Variance-Covariance Matrix
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##Load the LaLonde data
data(LaLonde)
## Estimate CBPS via logistic regression
fit <- CBPS(treat ~ age + educ + re75 + re74 + I(re75==0) + I(re74==0), 
		    data = LaLonde, ATT = TRUE)
## Get the variance-covariance matrix.
vcov(fit)