create_vmatrix=function(GT){
y.reg=GT$reg$y.reg
s.reg=GT$reg$s.reg
q.reg=GT$reg$q.reg
beta=GT$theta_hat$bc
alpha=GT$theta_hat$ac
delta=GT$theta_hat$dc
lb=length(beta); la=length(alpha); ld=length(delta)
dimensions=sum(lb+la+ld)
V.matrix=matrix(0, nr=dimensions, nc=dimensions)
V.matrix[c(1:lb),c(1:lb)]=check_vmatrix(y.reg,beta)
V.matrix[c((1+lb):(lb+la)),c((1+lb):(lb+la))]=check_vmatrix(s.reg,alpha)
V.matrix[c((1+lb+la):(lb+la+ld)),c((1+lb+la):(lb+la+ld))]=check_vmatrix(q.reg,delta)
return(V.matrix)
}
check_vmatrix=function(reg,theta){
ll=length(theta)
names(theta)[1]="(Intercept)"
tt=matrix(0, nr=ll, nc=ll, dimnames=list(names(theta),names(theta)))
if(sum(theta)!=0){
vv=as.matrix(vcov(reg))
on=dimnames(vv)[[1]]
on=on[on%in%names(theta)]
tt[on,on]=vv[on,on]
}
return(tt)
}
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