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Variance-covariance matrix of estimated coefficients

Source: R/methods.R
vcov.brs.Rd

Variance-covariance matrix of estimated coefficients

Usage

# S3 method for class 'brs'
vcov(object, model = c("full", "mean", "precision"), ...)

Arguments

object

A fitted "betaregscale" object.

model

Character: which component ("full", "mean", or "precision").

...

Ignored.

Value

A square numeric matrix.

See also

brs, coef.brs, confint.brs

Examples

# \donttest{
dat <- data.frame(
  y = c(
    0, 5, 20, 50, 75, 90, 100, 30, 60, 45,
    10, 40, 55, 70, 85, 25, 35, 65, 80, 15
  ),
  x1 = rep(c(1, 2), 10)
)
prep <- brs_prep(dat, ncuts = 100)
#> brs_prep: n = 20 | exact = 0, left = 1, right = 1, interval = 18
fit <- brs(y ~ x1, data = prep)
vcov(fit)
#>             (Intercept)           x1        (phi)
#> (Intercept)  0.74717306 -0.444369061 -0.010878513
#> x1          -0.44436906  0.292891928  0.009448082
#> (phi)       -0.01087851  0.009448082  0.076320569
vcov(fit, model = "mean")
#>             (Intercept)         x1
#> (Intercept)   0.7471731 -0.4443691
#> x1           -0.4443691  0.2928919
# }