vcov.diffbetasandwich: Sampling Covariance Matrix of Differences of Standardized...

In betaSandwich: Robust Confidence Intervals for Standardized Regression Coefficients

Sampling Covariance Matrix of Differences of Standardized Regression Slopes

Description

Sampling Covariance Matrix of Differences of Standardized Regression Slopes

Usage

## S3 method for class 'diffbetasandwich'
vcov(object, ...)

Arguments

object	Object of class diffbetasandwich.
...	additional arguments.

Value

Returns a matrix of the variance-covariance matrix of differences of standardized regression slopes.

Author(s)

Ivan Jacob Agaloos Pesigan

Examples

object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)
std <- BetaHC(object)
diff <- DiffBetaSandwich(std)
vcov(diff)

betaSandwich documentation built on Oct. 15, 2023, 1:07 a.m.