Extract Regression Model vcov

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Description

Extracts vcov from a fitted regression model.

Methods

object = "ANY"

Generic function

object = "fREG"

Extractor function for vcov.

Note

vcov is a generic function which extracts fitted values from objects returned by modeling functions, here the regFit and gregFit parameter estimation functions.

Author(s)

Diethelm Wuertz for the Rmetrics R-port.

Examples

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## regSim -
   x <- regSim(model = "LM3", n = 50)
  
## regFit -
   fit <- regFit(Y ~ X1 + X2 + X3, data = x, use = "lm")
   
## vcov - 
   vcov(fit)