frontier (version 0.9-6)

vcov.frontier: vcov method for class frontier

Description

Extract the covariance matrix of the maximum likelihood coefficients of a stochastic frontier model returned by frontier.

Usage

## S3 method for class 'frontier':
vcov( object, ... )

Arguments

object

an object of class frontier (returned by the function frontier).

...

currently unused.

Value

• vcov.frontier returns the covariance matrix of the maximum likelihood coefficients.

Examples

# example included in FRONTIER 4.1
   data( front41Data )
   front41Data$logOutput  <- log( front41Data$output )
   front41Data$logCapital <- log( front41Data$capital )
   front41Data$logLabour  <- log( front41Data$labour )

   sfa <- frontier( front41Data, "firm", "time", "logOutput",
      c( "logCapital", "logLabour" ) )
   vcov( sfa )