Extract the Variance–Covariance Matrix

vcov.snreg is the vcov S3 method for objects of class "snreg". It returns the model-based variance–covariance matrix stored in the fitted object.

Usage

# S3 method for class 'snreg'
vcov(obj, ...)

Arguments

obj: an object of class "snreg", typically returned by snreg.
...: additional arguments (currently unused).

Value

A numeric matrix containing the variance–covariance of the estimated parameters.

Details

Variance–Covariance Matrix for snreg Objects

This method expects a fitted "snreg" object.

This method simply returns the vcov component stored in obj. If your estimator did not compute standard errors (e.g., because estimation hasn’t been run yet in a scaffold), this field may be NULL, and the method will error accordingly.

Examples

if (FALSE) { # \dontrun{
  library(snsf)

  data("banks07")
  head(banks07)
  # V <- vcov(m)
  # diag(V)
} # }