vcov.heckit5rob: Extract Asymptotic Variance Covariance Matrix

Description Usage Arguments Value Author(s) See Also

View source: R/vcov.R

Description

Extract the variance covariance matrix of the robust sample selection model fit

Usage

1
2
## S3 method for class 'heckit5rob'
vcov(object, ...)

Arguments

object

object of class "heckitrob" or object of class "heckit5rob"

...

currently not used

Value

Variance covariance matrix of the second stage. Variance covariance matrix of the selection stage can be extracted using the vcov function for the probit estimator, e.g. vcov(heckitrob.object$stage1).

Author(s)

Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti

See Also

heck2steprobVcov


ssmrob documentation built on April 2, 2020, 5:07 p.m.