vcov.rsqbetasandwich: Sampling Covariance Matrix of Multiple Correlation...

In betaSandwich: Robust Confidence Intervals for Standardized Regression Coefficients

Sampling Covariance Matrix of Multiple Correlation Coefficients (R-Squared and Adjusted R-Squared)

Description

Sampling Covariance Matrix of Multiple Correlation Coefficients (R-Squared and Adjusted R-Squared)

Usage

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

Arguments

object	Object of class rsqbetasandwich.
...	additional arguments.

Value

Returns a matrix of the variance-covariance matrix of multiple correlation coefficients (R-squared and adjusted R-squared).

Author(s)

Ivan Jacob Agaloos Pesigan

Examples

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

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