vcov.segmented: Variance-Covariance Matrix for a Fitted Segmented Model
Description
Returns the variance-covariance matrix of the parameters (including breakpoints) of a
fitted segmented model object.
Usage
# S3 method for segmented
vcov(object, var.diff = FALSE, ...)
Arguments
object
a fitted model object of class "segmented", returned by any segmented method.
var.diff
logical. If var.diff=TRUE and there is a single segmented variable, the covariance
matrix is computed using a sandwich-type formula. See Details in summary.segmented.
…
additional arguments.
Value
The full matrix of the estimated covariances between the parameter estimates, including
the breakpoints.
Details
The returned covariance matrix is based on an approximation of the nonlinear segmented term. Therefore
covariances corresponding to breakpoints are reliable only in large samples and/or clear cut segmented
relationships.