Extracts the variance-covariance matrix of the main parameters from a censored regression object: method for "censReg" object.
# S3 method for censReg
vcov(object, ...)
an object of class "censReg"---output from censReg
.
not used, further arguments passed to or from other methods.
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.