vcov.heckmanGE {heckmanGE} | R Documentation |
Extracts the variance-covariance matrix of the coefficients for the Generalized Heckman model. The matrix can be for specific parts of the model or the complete matrix.
## S3 method for class 'heckmanGE'
vcov(
object,
part = c("selection", "outcome", "dispersion", "correlation"),
...
)
object |
An object of class |
part |
A character vector specifying the parts of the model to include in the variance-covariance matrix. Options are "selection", "outcome", "dispersion", and "correlation". By default, the function returns the complete variance-covariance matrix for all parts. |
... |
Additional arguments passed to or from other methods. These are not used in this method but must be included to match the generic method signature. |
A variance-covariance matrix of the coefficients for the specified parts of the Generalized Heckman model.