vcov.selection {sampleSelection} | R Documentation |
This function extracts the coefficient variance-covariance matrix from sample selection models.
## S3 method for class 'selection'
vcov(object, part = "full", ...)
object |
object of class "selection". |
part |
character string indicating which parts
of the variance-covariance matrix to extract:
|
... |
currently not used. |
The variance-covariance matrix of a two-step estimate is currently only partly implemented. The unimplemented part of the matrix is filled with NAs.
the estimated variance covariance matrix of the coefficients.
Arne Henningsen, Ott Toomet otoomet@ut.ee
vcov
, selection
,
coef.selection
, and selection-methods
.
## Estimate a simple female wage model taking into account the labour
## force participation
data(Mroz87)
a <- heckit(lfp ~ huswage + kids5 + mtr + fatheduc + educ + city,
log(wage) ~ educ + city, data=Mroz87)
## extract the full variance-covariance matrix:
vcov( a )
## now extract the variance-covariance matrix of the outcome model only:
vcov( a, part = "outcome" )