vcov: Get variance-covariance from 'blm' and 'lexpit' objects.
In blm: Binomial Linear Regression
vcov R Documentation
Get variance-covariance from blm and lexpit objects.
Description
Returns Hessian-based variance-covariance matrix of the fit of a blm or lexpit model. If any constraints are active, only the augmented Lagrangian takes this into account in the Hessian computation, so if augmented is FALSE, i.e. the adaptive barrier method of optimization is used, the covariance-variance might be inaccurate.
Methods
- vcov
signature(object = "blm"):
Extractor for variance-covariance of MLEs.
- vcov
signature(object = "lexpit"):
Extractor for variance-covariance of MLEs.
Author(s)
Stephanie Kovalchik s.a.kovalchik@gmail.com
blm documentation built on Sept. 12, 2022, 9:05 a.m.
R Package Documentation
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| vcov | R Documentation |
Get variance-covariance from blm and lexpit objects.
Description
Returns Hessian-based variance-covariance matrix of the fit of a blm or lexpit model. If any constraints are active, only the augmented Lagrangian takes this into account in the Hessian computation, so if augmented is FALSE, i.e. the adaptive barrier method of optimization is used, the covariance-variance might be inaccurate.
Methods
- vcov
signature(object = "blm"): Extractor for variance-covariance of MLEs.- vcov
signature(object = "lexpit"): Extractor for variance-covariance of MLEs.
Author(s)
Stephanie Kovalchik s.a.kovalchik@gmail.com
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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