vcov.spmodel function

Calculate variance-covariance matrix for a fitted model object

Calculate variance-covariance matrix for a fitted model object.

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

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

## S3 method for class 'spglm'
vcov(object, var_correct = TRUE, ...)

## S3 method for class 'spgautor'
vcov(object, var_correct = TRUE, ...)

Arguments

• object: A fitted model object from splm(), spautor(), spglm(), or spgautor().
• ...: Other arguments. Not used (needed for generic consistency).
• var_correct: A logical indicating whether to return the corrected variance-covariance matrix for models fit using spglm() or spgautor(). The default is TRUE.

Returns

The variance-covariance matrix of coefficients obtained via coef(). Currently, only the variance-covariance matrix of the fixed effects is supported.

Examples

spmod <- splm(z ~ water + tarp,
  data = caribou,
  spcov_type = "exponential", xcoord = x, ycoord = y
)
vcov(spmod)