Learn R Programming

slim (version 0.1.1)

vcov.slim: Extract Variance-Covariance Matrix from a 'slim' Object

Description

'vcov' method for class 'slim'.

Usage

# S3 method for slim
vcov(object, empirical = TRUE, ...)

Arguments

object
an object of class 'slim', usually, a result of a call to 'slim'.
empirical
logical indicating if empirical variances of y should be used in estimating standard errors (the default). Empirical standard errors should be used unless covariances have been well modelled.
...
arguments passed to or from other methods.

Value

a matrix of the estimated covariances between the parameter estimates.