vcov.LORgee: Calculate Variance-Covariance Matrix for a Fitted LORgee...

In multgee: GEE Solver for Correlated Nominal or Ordinal Multinomial Responses

Calculate Variance-Covariance Matrix for a Fitted LORgee Object.

Description

Returns the variance-covariance matrix of the main parameters of a fitted model LORgee object.

Usage

## S3 method for class 'LORgee'
vcov(object, method = "robust", ...)

Arguments

object	a fitted model LORgee object.
method	character indicating whether the sandwich (robust) covariance matrix (method = "robust") or the model–based (naive) covariance matrix (method = "naive") should be returned.
...	additional argument(s) for methods.

Details

Default is to obtain the estimated sandwich (robust) covariance matrix and method = "naive" obtains the estimated model-based (naive) covariance matrix

Value

A matrix of the estimated covariances between the parameter estimates in the linear predictor of the GEE model. This should have row and column names corresponding to the parameter names given by the coef method.

Examples

fitmod <- ordLORgee(formula = y ~ factor(time) + factor(trt) + factor(baseline),
  data = arthritis, id = id, repeated = time, LORstr = "uniform")
vcov(fitmod, method = "robust")
vcov(fitmod, method = "naive")

multgee documentation built on Sept. 2, 2023, 9:06 a.m.