vcov_bekker: Calculate the Bekker-adjusted variance-covariance matrix.
In potterzot/rkclass: K-class regressions (Two-Stage Least Squares, LIML, Fuller)
Description
Usage
Arguments
Value
References
Description
Calculate the Bekker-adjusted variance-covariance matrix.
Usage
1
vcov_bekker(object, ...)
Arguments
object
a fitted model of class kclass or ivreg.
Value
a variance-covariance matrix using Bekker's estimator.
See Bekker 1994 for more details.
References
HansenHausmanNewye2004
potterzot/rkclass documentation built on May 25, 2019, 11:24 a.m.
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Description Usage Arguments Value References
Description
Calculate the Bekker-adjusted variance-covariance matrix.
Usage
1 | vcov_bekker(object, ...)
|
Arguments
object |
a fitted model of class kclass or ivreg. |
Value
a variance-covariance matrix using Bekker's estimator. See Bekker 1994 for more details.
References
HansenHausmanNewye2004
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.
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