Calculate Variance-Covariance Matrix for an oglmx Object
Returns the variance-covariance matrix of the estimated parameters of an oglmx object.
## S3 method for class 'oglmx' vcov(object, tol = 1e-20, ... )
object |
an object of class "oglmx" |
tol |
argument passed to qr.solve, defines the tolerance for detecting linear dependencies in the hessian matrix to be inverted. |
... |
further arguments, currently ignored. |
A matrix of the estimated covariances between the parameter estimates obtained from inverting the Hessian at the returned parameter values in an oglmx object.
Nathan Carroll, nathan.carroll@ur.de
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