vcovx: Extended variance matrix

In BillVenables/WWRUtilities: Support Software and Data for WWR

Description

An extension to the vcov function mainly to cover the additional parameter involved in negative binomial models. (Currently the same as vcov apart from negative binomial models.)

Usage

vcovx(object, ...)

## Default S3 method:
vcovx(object, ...)

## S3 method for class 'negbin'
vcovx(object, ...)

Arguments

object	A fitted mdel objeds
...	currently ignored

Value

An extended variance matrix including parameters addition to the regression coefficients

Examples

fm <- glm.nb(Days ~ Sex/(Age + Eth*Lrn), quine)
Sigma <- vcovx(fm)

BillVenables/WWRUtilities documentation built on Jan. 26, 2021, 10:18 p.m.