Nothing
vcov.frontier <- function( object, extraPar = FALSE, ... ) {
if( length( extraPar ) != 1 || !is.logical( extraPar[1] ) ) {
stop( "argument 'extraPar' must be a single logical value" )
}
result <- object$mleCov
if( extraPar ) {
gamma <- coef( object )[ "gamma" ]
sigmaSq <- coef( object )[ "sigmaSq" ]
jacobian <- diag( nrow( result ) )
jacobian <- rbind( jacobian, matrix( 0, nrow = 7, ncol = ncol( result ) ) )
rownames( jacobian ) <- c( rownames( result ), "sigmaSqU", "sigmaSqV",
"sigma", "sigmaU", "sigmaV", "lambdaSq", "lambda" )
colnames( jacobian ) <- colnames( result )
jacobian[ "sigmaSqU", "sigmaSq" ] <- gamma
jacobian[ "sigmaSqU", "gamma" ] <- sigmaSq
jacobian[ "sigmaSqV", "sigmaSq" ] <- 1 - gamma
jacobian[ "sigmaSqV", "gamma" ] <- - sigmaSq
jacobian[ "sigma", "sigmaSq" ] <- 0.5 / sqrt( sigmaSq )
jacobian[ "sigmaU", "sigmaSq" ] <- 0.5 * sqrt( gamma / sigmaSq )
jacobian[ "sigmaU", "gamma" ] <- 0.5 * sqrt( sigmaSq / gamma )
jacobian[ "sigmaV", "sigmaSq" ] <- 0.5 * sqrt( ( 1 - gamma ) / sigmaSq )
jacobian[ "sigmaV", "gamma" ] <- - 0.5 * sqrt( sigmaSq / ( 1 - gamma ) )
jacobian[ "lambdaSq", "gamma" ] <- 1 / ( 1 - gamma )^2
jacobian[ "lambda", "gamma" ] <- 1 / ( 2 * sqrt( gamma ) * ( 1 - gamma )^1.5 )
if( object$modelType == 1 && ! object$timeEffect ) {
jacobian <- rbind( jacobian,
varU = rep( NA, ncol = ncol( result ) ),
sdU = rep( NA, ncol = ncol( result ) ),
gammaVar = rep( NA, ncol = ncol( result ) ) )
}
result <- jacobian %*% result %*% t( jacobian )
}
return( result )
}
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