Description Usage Arguments Details Value Note Author(s) See Also Examples
Computes covariance matrix of parameter estimates from a lognlm
fit via the sandwich formula.
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object |
a fitted model object of class |
emp |
logical; if |
exH |
logical; if |
se |
logical; if |
... |
additional arguments. |
If object
has been obtained via lognlm(.., lik=TRUE)
the returned covariance matrix (or standard errors only) refers to regression coefficients and the log response standard deviation. Otherwise (if lik=FALSE
has been set), it includes entries relevant to regression coefficients only. The var-covariance matrix comes from the sandwich formula using expected (if exH=TRUE
) or the observed (if exH=FALSE
) hessian at solution. Some simulations under correct model specification show that emp=TRUE
and exH=FALSE
lead to somewhat more unstable standard errors.
The variance-covariance matrix of the parameter estimates, if se=FALSE
; otherwise the square root of the main diagonal entries.
Currently for likelihood-based fits, exH=FALSE
and emp=TRUE
are always set.
Vito Muggeo
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