Calculate variance-covariance matrix for a fitted model object.
Usage
# S3 method for spmod
vcov(object, ...)
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