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Calculate variance-covariance matrix for a fitted model object.

Usage

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

Arguments

object

A fitted model object from splm() or spautor().

...

Other arguments. Not used (needed for generic consistency).

Value

The variance-covariance matrix of coefficients obtained via coef(). Currently, only the variance-covariance matrix of the fixed effects is supported.

Examples

spmod <- splm(z ~ water + tarp,
  data = caribou,
  spcov_type = "exponential", xcoord = x, ycoord = y
)
vcov(spmod)
#>              (Intercept)        waterY      tarpnone     tarpshade
#> (Intercept)  0.096679779 -2.079467e-03 -2.849136e-03 -2.725104e-03
#> waterY      -0.002079467  4.158934e-03 -1.559269e-18  9.836439e-19
#> tarpnone    -0.002849136 -1.559269e-18  6.019454e-03  3.242625e-03
#> tarpshade   -0.002725104  9.836439e-19  3.242625e-03  5.878022e-03