gcmr (version 0.7.0)

se: Standard Errors of a Fitted Gaussian Copula Marginal Regression Model

Description

Returns the standard errors vector of a fitted Gaussian copula marginal regression model. For a list of possible options see vcov.gcmr.

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 parameters of a fitted gcmr model.

References

Masarotto, G. and Varin, C. (2012). Gaussian copula marginal regression. Electronic Journal of Statistics 6, 1517--1549. http://projecteuclid.org/euclid.ejs/1346421603.

See Also

gcmr, vcov.gcmr.

Examples

## beta regression with ARMA(1,3) errors
data(HUR)
trend <- scale(time(HUR))
m <- gcmr(HUR ~ trend | trend, marginal = beta.marg, 
cormat = arma.cormat(1, 3))
## 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