betaSandwich (version 1.0.8)

vcov.rsqbetasandwich: Sampling Covariance Matrix of Multiple Correlation Coefficients (R-Squared and Adjusted R-Squared)

Description

Sampling Covariance Matrix of Multiple Correlation Coefficients (R-Squared and Adjusted R-Squared)

Usage

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

Value

Returns a matrix of the variance-covariance matrix of multiple correlation coefficients (R-squared and adjusted R-squared).

Arguments

object

Object of class rsqbetasandwich.

...

additional arguments.

Author

Ivan Jacob Agaloos Pesigan

Examples

object <- lm(QUALITY ~ NARTIC + PCTGRT + PCTSUPP, data = nas1982)
std <- BetaHC(object)
rsq <- RSqBetaSandwich(std)
vcov(rsq)