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sampleSelection (version 0.6-2)

vcov.probit: Variance Covariance Matrix of probit models

Description

Extract variance-covariance matrices of probit models.

Usage

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

Arguments

object
an object of class probit or maxLik.
...
further arguments (currently ignored).

Value

  • the estimated variance covariance matrix of the coefficients.

See Also

vcov, probit.