vcov.frontier {frontier}R Documentation

vcov method for class frontier

Description

Extract the covariance matrix of the maximum likelihood coefficients of a stochastic frontier model returned by frontier.

Usage

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

Arguments

object an object of class frontier (returned by the function frontier).
... currently unused.

Value

vcov.frontier returns the covariance matrix of the maximum likelihood coefficients.

Author(s)

Arne Henningsen

Examples

   # example included in FRONTIER 4.1
   data( front41Data )

   sfaResult <- sfa( log( output ) ~ log( capital ) + log( labour ),
      data = front41Data )
   vcov( sfaResult )

[Package frontier version 0.996-4 Index]