CBPS (version 0.24)

vcov.CBPS: Calculate Variance-Covariance Matrix for a Fitted CBPS Object

Description

vcov.CBPS Returns the variance-covariance matrix of the main parameters of a fitted CBPS object.

Usage

# S3 method for CBPS
vcov(object, ...)

Value

A matrix of the estimated covariances between the parameter estimates in the linear or non-linear predictor of the model.

Arguments

object

An object of class formula (or one that can be coerced to that class): a symbolic description of the model to be fitted.

...

Additional arguments to be passed to vcov.CBPS

Author

Christian Fong, Marc Ratkovic, and Kosuke Imai.

Details

This is the CBPS implementation of the generic function vcov().

References

This documentation is modeled on the documentation of the generic vcov.

See Also

vcov

Examples

###
### Example: Variance-Covariance Matrix
###

##Load the LaLonde data
data(LaLonde)
## Estimate CBPS via logistic regression
fit <- CBPS(treat ~ age + educ + re75 + re74 + I(re75==0) + I(re74==0), 
		    data = LaLonde, ATT = TRUE)
## Get the variance-covariance matrix.
vcov(fit)