splm (version 1.6-5)

vcov.splm: 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 splm
vcov(object, ...)

Value

a covariance matrix of beta coefficients

Arguments

object

an object of class splm

...

additional arguments to be passed; currently not used

Author

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 = spdep::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)")