vcov {ppml} | R Documentation |
This method is based on the function sandwich
from the ‘sandwich’ package for the object of class ppml
to estimate the sandwich covariance matrix.
## S3 method for class 'ppml' vcov(object, ...)
object |
An object of class |
... |
Currently not used. |
Returns the sandwich covariance matrix.
Lukas Kleinheinz
Zeileis A (2006), Object-Oriented Computation of Sandwich Estimators. Journal of Statistical Software, 16(9), 1–16. URL http://www.jstatsoft.org/v16/i09/.
## load data of package data("TradeFlows", package = "ppml") ## gravity model with robust standard errors model <- ppml(formula = s ~ ., data = TradeFlows) ## sandwich matrix vcov(model)