The variance-covariance matrix is derived from the bootstrapped parameter estimates stored in the object. It is based on Efron (1979) and calculates the result as follows:
where B is the number of bootstraps and θ̅ is the mean of the bootstrapped coefficients.
a fitted model object with bootstrapped parameters. Typically from
ignored, for consistency with the generic function.
A matrix of the estimated covariances between the parameter estimates of the model.
The row and column names correspond to the parameter names given by the
Effron, B.(1979). "Bootstrap Methods: Another Look at the Jackknife", The Annals of Statistics, 7(1), 1-26.
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