vcov.rfit: Variance-Covariance Matrix for Rank-Based Regression

In Rfit: Rank-Based Estimation for Linear Models

Variance-Covariance Matrix for Rank-Based Regression

Description

Returns the variance-covariance matrix of the regression estimates from an object of type rfit.

Usage

## S3 method for class 'rfit'
vcov(object, intercept = NULL,...)

Arguments

object	an object of type rfit
intercept	logical. If TRUE include the variance-covariance estimates corresponding to the intercept
...	additional arguments

Author(s)

John Kloke

References

Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.

See Also

rfit

Rfit documentation built on Sept. 8, 2023, 5:59 p.m.