This functions returns the variance-covariance matrix of the main parameters of a fitted midrq model object. The `main' parameters of the model correspond to those returned by coef.
# S3 method for midrq
vcov(object, numerical = FALSE, robust = FALSE, ...)
an object of class midrq.
logical flag. If TRUE, the variance-covariance estimate is approximated by the inverse of the numerical Hessian.
logical flag. If TRUE, the Huber-White covariance estimate is computed using the Huberized residuals.
not used.
Marco Geraci with contributions from Alessio Farcomeni
Geraci, M. and A. Farcomeni. Mid-quantile regression for discrete responses. arXiv:1907.01945 [stat.ME]. URL: https://arxiv.org/abs/1907.01945.
midrq