Variance-covariance matrix for brsmm coefficients

Variance-covariance matrix for brsmm coefficients

Usage

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

Arguments

object

A fitted "brsmm" object.

model

Character: "full", "mean", "precision", or "random".

...

Currently ignored.

Value

Numeric matrix.

See also

brsmm, coef.brsmm, confint.brsmm

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),
  id = factor(rep(1:4, each = 5))
)
prep <- brs_prep(dat, ncuts = 100)
#> brs_prep: n = 20 | exact = 0, left = 1, right = 1, interval = 18
fit <- brsmm(y ~ x1, random = ~ 1 | id, data = prep)
vcov(fit, model = "mean")
#>             (Intercept)         x1
#> (Intercept)   0.6629006 -0.3614118
#> x1           -0.3614118  0.2482176
# }