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vcov.bife

Extract estimates of the covariance matrix

Description

vcov.bife computes an estimate of the covariance matrix of the estimator of the structural parameters from objects returned by bife. The estimate is obtained using the inverse of the negative Hessian after convergence.

Usage

## S3 method for class 'bife'
vcov(object, ...)

Arguments

object

an object of class "bife".
...

other arguments.

Value

The function vcov.bife returns a named matrix of covariance estimates.

See Also

bife

Binary Choice Models with Fixed Effects

v0.7.1
GPL (>= 2)
Authors
Amrei Stammann [aut, cre], Daniel Czarnowske [aut] (<https://orcid.org/0000-0002-0030-929X>), Florian Heiss [aut], Daniel McFadden [ctb]
Initial release

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