splm: vcov.splm – R documentation

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vcov.splm

Covariance extractor method for splm objects

Description

Covariance extractor method for splm objects. Seldom used as such but needed, e.g., for interoperability with testing functions in lmtest and car.

Usage

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

Arguments

`object`	an object of class `splm`
`...`	additional arguments to be passed; currently not used

Value

a covariance matrix of beta coefficients

Author(s)

Giovanni Millo

References

Zeileis, A. (2006) Object-Oriented Computation of Sandwich Estimators. Journal of Statistical Software, 16(9), 1-16.

Examples

## not run:
## data(Produc, package="plm")
## data(usaww)
## fm <- log(gsp)~log(pcap)+log(pc)+log(emp)+unemp
## sarremod <- spml(fm, data=Produc, listw = mat2listw(usaww),
##  model="random", lag=TRUE, spatial.error="none")
## ## compact representation of betas
## library(lmtest)
## coeftest(sarremod)
## ## linear hypothesis test
## library(car)
## lht(sarremod, "log(pcap)=log(pc)")

splm

Econometric Models for Spatial Panel Data

v1.4-11

GPL-2

Authors

Giovanni Millo [aut, cre], Gianfranco Piras [aut]

Initial release

2018-07-13