baytrends (version 1.1.0)

vcov.censReg: Variance-Covariance Matrix

Description

Extracts the variance-covariance matrix of the main parameters from a censored regression object: method for "censReg" object.

Usage

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

Arguments

object

an object of class "censReg"---output from censReg.

not used, further arguments passed to or from other methods.

Value

A matrix of the estimated covariances between the parameter estimates for each main parameter of the model. The matrix has row and column names corresponding to the parameter names.