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eivtools (version 0.1-8)

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.