vcov.clpm

Returns the variance-covariance matrix of the main parameters of a fitted constrained linear probability model object.

methods

Estimation of linear model with predictions inside the (0,1) interval. Standard least squares criterion is minimized subjected to a penalty term that enforces the constraints. The estimator is suitable for binary responses, or any response between 0 and 1.

Andrea Beci

clpm

Constrained Estimation of Linear Probability Model

Paolo Frumento

vcov.clpm function

<dl> <dt>object</dt>
<dd>a fitted model object, typically.</dd> <dt>...</dt>
<dd>additional arguments for method functions.</dd></dl>

Arguments

Andrea Beci <a href="/link/andreabeci08%40gmail.com?package=clpm&version=1.0" data-mini-rdoc="clpm::andreabeci08@gmail.com">andreabeci08@gmail.com</a>, Paolo Frumento <a href="/link/paolo.frumento%40unipi.it?package=clpm&version=1.0" data-mini-rdoc="clpm::paolo.frumento@unipi.it">paolo.frumento@unipi.it</a>

Author

Calculate Variance-Covariance Matrix for a Fitted Constrained Linear Probablity Model Object — vcov.clpm

<dl>

 <dt>object</dt>
<dd>a fitted model object, typically.</dd>

 <dt>...</dt>
<dd>additional arguments for method functions.</dd>

</dl>

Andrea Beci <a href='mailto:andreabeci08@gmail.com'>andreabeci08@gmail.com</a>, Paolo Frumento <a href='mailto:paolo.frumento@unipi.it'>paolo.frumento@unipi.it</a>

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vcov.clpm: Calculate Variance-Covariance Matrix for a Fitted Constrained Linear Probablity Model Object

Description

Usage

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Arguments

Author

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