vcov.etregrob: Extract Asymptotic Variance Covariance Matrix
Description
Extracts the variance covariance matrix of the robust endogenous treatment model fit
Usage
# S3 method for etregrob
vcov(object, ...)
Value
Variance covariance matrix of the second stage. Variance covariance matrix of the selection stage can be extracted using the vcov function for the probit estimator, e.g. vcov(etregrob.object$stage1).