View source: R/generics_vcov.R
vcov.felm | R Documentation |
Covariance matrix for the estimator of the structural parameters
from objects returned by felm
. The covariance is computed
from the hessian, the scores, or a combination of both after convergence.
## S3 method for class 'felm'
vcov(
object,
type = c("hessian", "outer.product", "sandwich", "clustered"),
...
)
object |
an object of class |
type |
the type of covariance estimate required. |
... |
additional arguments. |
A named matrix of covariance estimates.
felm
# same as the example in felm but extracting the covariance matrix
mod <- felm(log(mpg) ~ log(wt) | cyl | am, mtcars)
vcov(mod, type = "clustered")
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