gcmr (version 0.2)

se: Standard Errors of Parameters Estimators in Gaussian Copula Marginal Regression Models

Description

Returns the standard errors vector of a fitted Gaussian copula marginal regression model.

Usage

se(x, ...)

Arguments

x

a fitted Gaussian copula marginal regression model of class gcmr.

...

further arguments passed to function vcov.gcmr.

Value

• A vector containing the estimated standard errors of the parameter of a fitted gcmr model.

References

Masarotto, G. and Varin. C. (2011). Gaussian copula marginal regression. Preprint.

See Also

gcmr, vcov.gcmr

Examples

data(polio)
## ARMA(2,1)      
m <- gcmr(y~., data=polio, marginal=nb.marg(), cormat=arma.cormat(2,1), 
          options=list(seed=71271, nrep=100))
m
## various type of standard errors
res <- cbind(se(m,"he"),se(m,"v"),se(m,"s"),se(m,"hac"))
colnames(res) <- c("hessian", "vscore", "sandwich", "HAC")
res