ivmodel (version 1.9.1)

vcov.ivmodel: Calculate Variance-Covariance Matrix (i.e. Standard Error) for k-Class Estimators in the ivmodel Object

Description

This vcov method returns the variance-covariance matrix for all specified k-Class estimation from an ivmodel object.

Usage

# S3 method for ivmodel
vcov(object,...)

Value

A matrix of standard error estimates for each k-Class estimator.

Arguments

object

ivmodel object.

...

Additional arguments to vcov.

Author

Yang Jiang, Hyunseung Kang, and Dylan Small

See Also

See also ivmodel for details on the instrumental variables model.

Examples

data(card.data)
Y=card.data[,"lwage"]
D=card.data[,"educ"]
Z=card.data[,"nearc4"]
Xname=c("exper", "expersq", "black", "south", "smsa", "reg661", 
        "reg662", "reg663", "reg664", "reg665", "reg666", "reg667", 
		"reg668", "smsa66")
X=card.data[,Xname]
foo = ivmodel(Y=Y,D=D,Z=Z,X=X)
vcov(foo)