Nothing
vcov.censReg <- function( object, logSigma = TRUE, ... ) {
result <- NextMethod( vcov, object )
if( !logSigma ) {
if( "logSigma" %in% rownames( result ) ) {
pos <- nrow( result )
if( rownames( result )[ pos ] != "logSigma" ) {
stop( "coefficient 'logSigma' must be the last coefficient" )
}
jac <- diag( pos )
jac[ pos, pos ] <- coef( object, logSigma = FALSE )[ pos ]
dNames <- dimnames( result )
result <- t( jac ) %*% result %*% jac
dimnames( result ) <- dNames
rownames( result )[ pos ] <- colnames( result )[ pos ] <- "sigma"
} else if( "logSigmaMu" %in% rownames( result ) &&
"logSigmaNu" %in% rownames( result ) ) {
posNu <- nrow( result )
posMu <- posNu - 1
if( rownames( result )[ posMu ] != "logSigmaMu" ) {
stop( "coefficient 'logSigmaMu' must be the second-last coefficient" )
} else if( rownames( result )[ posNu ] != "logSigmaNu" ) {
stop( "coefficient 'logSigmaNu' must be the last coefficient" )
}
jac <- diag( posNu )
jac[ posMu, posMu ] <- coef( object, logSigma = FALSE )[ posMu ]
jac[ posNu, posNu ] <- coef( object, logSigma = FALSE )[ posNu ]
dNames <- dimnames( result )
result <- t( jac ) %*% result %*% jac
dimnames( result ) <- dNames
rownames( result )[ posMu ] <- colnames( result )[ posMu ] <- "sigmaMu"
rownames( result )[ posNu ] <- colnames( result )[ posNu ] <- "sigmaNu"
} else {
stop( "the model must contain either coefficient 'logSigma' or",
" both coefficients 'logSigmaMu' and 'logSigmaNu'" )
}
}
return( result )
}
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