vcov.bife: Extract estimates of the covariance matrix

In bife: Binary Choice Models with Fixed Effects

Extract estimates of the covariance matrix

Description

vcov.bife computes an estimate of the covariance matrix of the estimator of the structural parameters from objects returned by bife. The estimate is obtained using the inverse of the negative Hessian after convergence.

Usage

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

Arguments

object	an object of class "bife".
...	other arguments.

Value

The function vcov.bife returns a named matrix of covariance estimates.

See Also

bife

bife documentation built on Aug. 11, 2022, 5:11 p.m.