vcov.spmodel | R Documentation |
Calculate variance-covariance matrix for a fitted model object.
## S3 method for class 'splm'
vcov(object, ...)
## S3 method for class 'spautor'
vcov(object, ...)
## S3 method for class 'spglm'
vcov(object, var_correct = TRUE, ...)
## S3 method for class 'spgautor'
vcov(object, var_correct = TRUE, ...)
object |
A fitted model object from |
... |
Other arguments. Not used (needed for generic consistency). |
var_correct |
A logical indicating whether to return the corrected variance-covariance
matrix for models fit using |
The variance-covariance matrix of coefficients obtained via coef()
.
Currently, only the variance-covariance matrix of the fixed effects is supported.
spmod <- splm(z ~ water + tarp,
data = caribou,
spcov_type = "exponential", xcoord = x, ycoord = y
)
vcov(spmod)
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