systemfit (version 0.7-3)

vcov.systemfit: Variance covariance matrix of coefficients

Description

This function extracts the variance covariance matrix of all coefficients from an object returned by systemfit.

Usage

## S3 method for class 'systemfit':
vcov( object, \dots)

Arguments

object

an object of type systemfit.

...

other arguments.

Value

• vcov.systemfit returns the variance covariance matrix of all estimated coefficients.

See Also

systemfit, vcov.systemfit.equation and vcov

Examples

library( systemfit )

data( kmenta )
attach( kmenta )
demand <- q ~ p + d
supply <- q ~ p + f + a
labels <- list( "demand", "supply" )
system <- list( demand, supply )

## perform OLS on each of the equations in the system
fitols <- systemfit( "OLS", system, labels )

## print the coefficients
vcov( fitols )