vcov {ppml}R Documentation

Making Sandwiches with Bread and Meat

Description

This method is based on the function sandwich from the ‘sandwich’ package for the object of class ppml to estimate the sandwich covariance matrix.

Usage

## S3 method for class 'ppml'
vcov(object, ...)

Arguments

object

An object of class ppml.

...

Currently not used.

Value

Returns the sandwich covariance matrix.

Author(s)

Lukas Kleinheinz

References

Zeileis A (2006), Object-Oriented Computation of Sandwich Estimators. Journal of Statistical Software, 16(9), 1–16. URL http://www.jstatsoft.org/v16/i09/.

Examples

## load data of package
data("TradeFlows", package = "ppml")

## gravity model with robust standard errors 
model <- ppml(formula = s ~ ., data = TradeFlows)

## sandwich matrix
vcov(model)



[Package ppml version 0.1 Index]