vcov.heckmanGE: vcov.heckmanGE Variance-Covariance Matrix of the Generalized...

In heckmanGE: Estimation and Inference for Heckman Selection Models with Cluster-Robust Variance

vcov.heckmanGE Variance-Covariance Matrix of the Generalized Heckman Model

Description

Extracts the variance-covariance matrix of the coefficients for the Generalized Heckman model. The matrix can be for specific parts of the model or the complete matrix.

Usage

## S3 method for class 'heckmanGE'
vcov(
  object,
  part = c("selection", "outcome", "dispersion", "correlation"),
  ...
)

Arguments

object	An object of class heckmanGE representing a fitted Generalized Heckman model.
part	A character vector specifying the parts of the model to include in the variance-covariance matrix. Options are "selection", "outcome", "dispersion", and "correlation". By default, the function returns the complete variance-covariance matrix for all parts.
...	Additional arguments passed to or from other methods. These are not used in this method but must be included to match the generic method signature.

Value

A variance-covariance matrix of the coefficients for the specified parts of the Generalized Heckman model.

heckmanGE documentation built on Oct. 7, 2024, 5:09 p.m.