vcov.pcdfit: Covariance matrix of the estimated coefficients

In pcdreg: Semiparametric Regression for Panel Count Data

Covariance matrix of the estimated coefficients

Description

Covariance matrix of the estimated coefficients

Usage

## S3 method for class 'pcdfit'
vcov(object, type = c("robust", "information", "profile"), ...)

Arguments

object	A fitted pcdreg() model.
type	Which estimator to return. "robust" is the sandwich estimator that does not rely on the Poisson assumption and is available for both models. "information" and "profile" apply to pcdreg() only: the first is the efficient information estimator, valid under the Poisson assumption, and the second is the profile likelihood estimator, available only if the model was fitted with profile = TRUE.
...	Ignored.

Value

A covariance matrix.

Examples

set.seed(1)
d <- sim_pcd(80, beta = c(1, -1), lambda = function(t) 8 / (1 + t))
fit <- pcdreg(pcd(id, tstart, tstop, count) ~ x1 + x2, data = d)
sqrt(diag(vcov(fit)))
sqrt(diag(vcov(fit, "information")))

pcdreg documentation built on Nov. 10, 2026, 5:09 p.m.