repolr (version 3.4)

vcov.repolr: Calculates the Variance-Covariance Matrix for Fitted repolr Model

Description

Returns the variance-covariance matrix of the main parameters of a fitted repolr model object.

Usage

"vcov"(object, robust.var = TRUE, ...)

Arguments

object

is a model fitted using repolr.

robust.var

logical; if TRUE, outputs the robust variance matrix.

...

further arguments passed to or from other methods.

Value

A matrix of the estimated covariances between the parameter estimates.

Details

Default is to output the estimated robust variance matrix. However, if robust.var is set to FALSE, the naive variance matrix is reported.

Examples

data(HHSpain)
mod.0 <- repolr(HHSpain~Sex*Time, data=HHSpain, categories=4, subjects="Patient",
            times=c(1,2,5), corr.mod="uniform", alpha=0.5)
vcov(mod.0, robust.var = FALSE)