Calculate Variance-Covariance Matrix for a Fitted CBPS Object
vcov.CBPS Returns the variance-covariance matrix of the main
parameters of a fitted CBPS object.
## S3 method for class 'CBPS' vcov(object, ...)
object |
An object of class |
... |
Additional arguments to be passed to vcov.CBPS |
This is the CBPS implementation of the generic function vcov().
A matrix of the estimated covariances between the parameter estimates in the linear or non-linear predictor of the model.
Christian Fong, Marc Ratkovic, and Kosuke Imai.
This documentation is modeled on the documentation of the generic vcov.
### ### Example: Variance-Covariance Matrix ### ##Load the LaLonde data data(LaLonde) ## Estimate CBPS via logistic regression fit <- CBPS(treat ~ age + educ + re75 + re74 + I(re75==0) + I(re74==0), data = LaLonde, ATT = TRUE) ## Get the variance-covariance matrix. vcov(fit)
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