vcov.midrq: Variance-Covariance Matrix for a Fitted Mid-Quantile...

In marco-geraci/Qtools: Utilities for Quantiles

Variance-Covariance Matrix for a Fitted Mid-Quantile Regression Model Object

Description

This functions returns the variance-covariance matrix of the main parameters of a fitted midrq model object. The ‘main’ parameters of the model correspond to those returned by coef.

Usage

## S3 method for class 'midrq'
vcov(object, numerical = FALSE, robust = FALSE, ...)

Arguments

object	an object of class midrq.
numerical	logical flag. If TRUE, the variance-covariance estimate is approximated by the inverse of the numerical Hessian.
robust	logical flag. If TRUE, the Huber-White covariance estimate is computed using the Huberized residuals.
...	not used.

Author(s)

Marco Geraci with contributions from Alessio Farcomeni

References

Geraci, M. and A. Farcomeni. Mid-quantile regression for discrete responses. arXiv:1907.01945 [stat.ME]. URL: https://arxiv.org/abs/1907.01945.

See Also

midrq

marco-geraci/Qtools documentation built on Sept. 4, 2023, 7:07 p.m.