vcov.splm: Covariance extractor method for 'splm' objects

In splm: Econometric Models for Spatial Panel Data

Covariance extractor method for splm objects

Description

Covariance extractor method for splm objects. Seldom used as such but needed, e.g., for interoperability with testing functions in lmtest and car.

Usage

## S3 method for class 'splm'
vcov(object, ...)

Arguments

object	an object of class splm
...	additional arguments to be passed; currently not used

Value

a covariance matrix of beta coefficients

Author(s)

Giovanni Millo

References

Zeileis, A. (2006) Object-Oriented Computation of Sandwich Estimators. Journal of Statistical Software, 16(9), 1-16.

Examples

## not run:
## data(Produc, package="plm")
## data(usaww)
## fm <- log(gsp)~log(pcap)+log(pc)+log(emp)+unemp
## sarremod <- spml(fm, data=Produc, listw = spdep::mat2listw(usaww),
##  model="random", lag=TRUE, spatial.error="none")
## ## compact representation of betas
## library(lmtest)
## coeftest(sarremod)
## ## linear hypothesis test
## library(car)
## lht(sarremod, "log(pcap)=log(pc)")

splm documentation built on July 26, 2023, 5:44 p.m.