vcov.heckitrob: Extract Asymptotic Variance Covariance Matrix
In ssmrob: Robust Estimation and Inference in Sample Selection Models
Description
Usage
Arguments
Value
Author(s)
See Also
View source: R/vcov.heckitrob.R
Description
Extract the variance covariance matrix of the robust sample selection model fit
Usage
1
2
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$stage1).
Author(s)
Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti
See Also
ssmrob documentation built on Aug. 20, 2021, 5:08 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Author(s) See Also
View source: R/vcov.heckitrob.R
Description
Extract the variance covariance matrix of the robust sample selection model fit
Usage
1 2 |
Arguments
object |
object of class " |
... |
currently not used |
Value
Variance covariance matrix of the second stage. Variance covariance matrix of the selection stage can be extracted using the vcov function for the probit estimator, e.g. vcov(heckitrob.object$stage1).
Author(s)
Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti
See Also
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.