vcov.systemfit.equation {systemfit}R Documentation

Variance covariance matrix of coefficients

Description

This function extracts the variance covariance matrix of the coefficients of one equation from an object returned by systemfit.

Usage

   ## S3 method for class 'systemfit.equation':
   vcov( object, ...)

Arguments

object an object of type systemfit.equation.
... other arguments.

Value

vcov.systemfit.equation returns the variance covariance matrix of the estimated coefficients.

Author(s)

Arne Henningsen ahenningsen@agric-econ.uni-kiel.de

See Also

systemfit, vcov.systemfit and vcov

Examples

## Not run: library( systemfit )

data( kmenta )
attach( kmenta )
demand <- q ~ p + d
supply <- q ~ p + f + a
labels <- list( "demand", "supply" )
system <- list( demand, supply )

## perform OLS on each of the equations in the system
fitols <- systemfit( "OLS", system, labels )

## print the coefficients of the first equation
vcov( fitols$eq[[1]] )

## print the coefficients of the second equation
vcov( fitols$eq[[2]] )

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