vcov.gcrq | R Documentation |
Returns the variance-covariance matrix of the parameter estimates of a fitted gcrq model object.
## S3 method for class 'gcrq'
vcov(object, term, type=c("sandw","boot"), ...)
object |
a fitted model object of class |
term |
if specified, the returned covariance matrix includes entries relevant to parameter estimates for that 'term' only. If missing, the returned matrices refer to all model parameter estimates. Currently |
type |
Which cov matrix should be returned? |
... |
additional arguments. |
Bootstrap-based covariance matrix, i.e. type="boot"
, is computable only if the object fit has been obtained by specifying n.boot>0
in gcrq()
.
A list (its length equal the length of tau
specified in gcrq
) of square matrices. Namely the list includes the covariance matrices of the parameter estimates for each regression quantile curve.
Vito Muggeo
summary.gcrq
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