vcov.heckitrob {ssmrob} | R Documentation |
Extract the variance covariance matrix of the robust sample selection model fit
## S3 method for class 'heckitrob'
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(heckitrob.object$stage1)
.
Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti