vcov.addreg: Calculate Variance-Covariance Matrix for a Fitted addreg Model Object
Description
Returns the variance-covariance matrix of the main parameters of a fitted addreg model object.
Usage
# S3 method for addreg
vcov(object, ...)
Arguments
object
an object of class "addreg", usually from a call to addreg
or addreg.smooth.
…
additional arguments for method functions.
Value
A matrix of the estimated covariances between the parameter estimates in the linear or
non-linear predictor of the model. This should have row and column names corresponding
to the parameter names given by the coef method.
Details
An equivalent method to vcov, to use with addreg models.