vcov.eivlm: vcov
method for objects of class eivlm
.
Description
Extract variance/covariance matrix of estimated parameters from
eivlm
model object. Analogous to vcov
method for other models.
Usage
# S3 method for eivlm
vcov(object, ...)
Arguments
object
A model object of class eivlm
.
…
Not currently implemented.
Value
Estimated variance/covariance matrix of estimated regression
coefficients.