vcov.copCAR: Return the estimated covariance matrix for a 'copCAR' model...

In copCAR: Fitting the copCAR Regression Model for Discrete Areal Data

Description

Return the estimated covariance matrix for a copCAR model object.

Usage

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

Arguments

object	a fitted copCAR model object.
...	additional arguments.

Details

Unless copCAR was called with confint = "none", this function returns an estimate of the covariance matrix of the CE/CML/DT estimator of the parameters. If confint = "bootstrap", cov is applied to the bootstrap sample to compute the estimate. If confint = "asymptotic", an estimate of the asymptotic covariance matrix is returned; this is an estimate of the inverse Fisher information matrix if method = "CE", or an estimate of the inverse of the Godambe information matrix if method = "CML" or method = "DT". Note that the entries involving the spatial dependence parameter are for γ=Φ^{-1}(ρ) rather than for ρ (Hughes, 2015).

Value

An estimate of the covariance matrix of the CE/CML/DT estimator of the parameters.

References

Hughes, J. (2015) copCAR: A flexible regression model for areal data. Journal of Computational and Graphical Statistics, 24(3), 733–755.

copCAR documentation built on Jan. 13, 2021, 7:07 a.m.