vcov method for class "chandwich".
# S3 method for chandwich
vcov(object, complete = FALSE, adjusted = TRUE, ...)A numeric matrix. The dimensions will be named if names were
provided in the call to adjust_loglik.
an object of class "chandwich", a result of a call to
adjust_loglik.
A logical scalar. If complete = TRUE then the
full variance-covariance matrix is returned, including any fixed
using fixed_pars and fixed_at in the call to
adjust_loglik. In this instance the corresponding
elements of the matrix are NA. Otherwise, the variance-covariance
matrix of only the free parameters is returned.
The default is complete = FALSE, which is in sync with
coef.chandwich.
A logical scalar. If adjusted = TRUE then the
variance-covariance matrix is estimated using a sandwich estimator.
Otherwise, the inverse of the observed information at the MLE is used.
Additional optional arguments. At present no optional arguments are used.
The variance-covariance matrix is based on
attributes(object)$adjVC for adjusted = TRUE and
attributes(object)$VC for adjusted = FALSE.
These return the estimate variance-covariance matrix of only the
free parameters.
coef.chandwich: coef method for
class "chandwich".
summary.chandwich: summary method for
class "chandwich".
adjust_loglik to adjust a user-supplied
loglikelihood.