Last data update: 2014.03.03

R: Variance-Covariance Matrix for Rank-Based Regression
vcov.rfitR Documentation

Variance-Covariance Matrix for Rank-Based Regression

Description

Returns the variance-covariance matrix of the regression estimates from an object of type rfit.

Usage

## S3 method for class 'rfit'
vcov(object, intercept = NULL,...)

Arguments

object

an object of type rfit

intercept

logical. If TRUE include the variance-covariance estimates corresponding to the intercept

...

additional arguments

Author(s)

John Kloke kloke@biostat.wisc.edu

References

Hettmansperger, T.P. and McKean J.W. (2011), Robust Nonparametric Statistical Methods, 2nd ed., New York: Chapman-Hall.

See Also

rfit

Results