vcov.etregrob {ssmrob} | R Documentation |
Extracts the variance covariance matrix of the robust endogenous treatment model fit
## S3 method for class 'etregrob'
vcov(object, ...)
object |
object of class " |
... |
currently not used |
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)
.
Mikhail Zhelonkin