Last data update: 2014.03.03
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R: Covariance extractor method for 'splm' objects
Covariance extractor method for splm objects
Description
Covariance extractor method for splm objects. Seldom used as
such but needed, e.g., for
interoperability with testing functions in lmtest and car.
Usage
## S3 method for class 'splm'
vcov(object, ...)
Arguments
object |
an object of class splm
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... |
additional arguments to be passed; currently not used
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Value
a covariance matrix of beta coefficients
Author(s)
Giovanni Millo
References
Zeileis, A. (2006) Object-Oriented Computation of Sandwich
Estimators. Journal of Statistical Software, 16(9), 1-16.
Examples
## not run:
## data(Produc, package="plm")
## data(usaww)
## fm <- log(gsp)~log(pcap)+log(pc)+log(emp)+unemp
## sarremod <- spml(fm, data=Produc, listw = mat2listw(usaww),
## model="random", lag=TRUE, spatial.error="none")
## ## compact representation of betas
## library(lmtest)
## coeftest(sarremod)
## ## linear hypothesis test
## library(car)
## lht(sarremod, "log(pcap)=log(pc)")
Results
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