vcovOther | R Documentation |
ivmodel
ObjectThis vcovOther
returns the estimated variances of the estimated coefficients for the exogenous covariates associated with the outcome. All the estimation is based on k-Class estimators.
vcovOther(ivmodel)
ivmodel |
|
A matrix where each row represents a k-class estimator and each column represents one of the exogenous covariates. Each element is the estimated variance of the estimated coefficients.
Hyunseung Kang
See also ivmodel
for details on the instrumental variables model.
data(card.data)
Y=card.data[,"lwage"]
D=card.data[,"educ"]
Z=card.data[,"nearc4"]
Xname=c("exper", "expersq", "black", "south", "smsa", "reg661",
"reg662", "reg663", "reg664", "reg665", "reg666", "reg667",
"reg668", "smsa66")
X=card.data[,Xname]
foo = ivmodel(Y=Y,D=D,Z=Z,X=X)
vcovOther(foo)
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