vcov.spmodel: Calculate variance-covariance matrix for a fitted model object

Description

Calculate variance-covariance matrix for a fitted model object.

Usage

# S3 method for splm
vcov(object, type = "fixed", ...)
# S3 method for spautor
vcov(object, type = "fixed", ...)
# S3 method for spglm
vcov(object, var_correct = TRUE, ...)
# S3 method for spgautor
vcov(object, var_correct = TRUE, ...)

Value

The variance-covariance matrix of fixed effect coefficients obtained via coef(..., type = "fixed")

or the variance-covariance matrix of estimated covariance parameters (when available).

Arguments

object: A fitted model object from splm(), spautor(), spglm(), or spgautor().
type: For type = "fixed" (the default), the variance-covariance matrix of the fixed effects. If Satterthwaite degrees of freedom were calculated, type = "cov" returns the variance-covariance matrix of the covariance parameters, type = "spcov" returns the variance-covariance matrix of just the spatial variance-covariance parameters, and type = "randcov" returns the variance-covariance matrix of just the random effects (if relevant).
...: Other arguments. Not used (needed for generic consistency).
var_correct: A logical indicating whether to return the corrected variance-covariance matrix for models fit using spglm() or spgautor(). The default is TRUE.

Examples

Run this code

spmod <- splm(z ~ water + tarp,
  data = caribou,
  spcov_type = "exponential", xcoord = x, ycoord = y
)
vcov(spmod)

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