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vcov_custom

Variance-Covariance matrix of a regression

Description

vcov_custom creates the Variance-Covariance matrix of a regression. It is used instead of the vcov because the latter doesn't work with .lm.fit.

Usage

vcov_custom(indep_vars, model_res)

Arguments

indep_vars

A matrix representing the independent variables.
model_res

A numeric vector representing the regression's residuals.

Value

vcov_custom returns a Variance-Covariance matrix.

Author(s)

Kleanthis Natsiopoulos, klnatsio@gmail.com

See Also

ARDL

ARDL, ECM and Bounds-Test for Cointegration

v0.1.1
GPL-3
Authors
Kleanthis Natsiopoulos [aut, cre] (<https://orcid.org/0000-0003-1180-2984>), Nickolaos Tzeremes [aut] (<https://orcid.org/0000-0002-6938-3404>)
Initial release

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