Last data update: 2014.03.03
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R: Variance-Covariance Matrix for Rank-Based Regression
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
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intercept |
logical. If TRUE include the variance-covariance estimates corresponding to the intercept
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... |
additional arguments
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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
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