vcov.frontier {frontier} | R Documentation |
Extract the covariance matrix of the maximum likelihood coefficients
of a stochastic frontier model returned by frontier
.
## S3 method for class 'frontier': vcov( object, ... )
object |
an object of class frontier
(returned by the function frontier ). |
... |
currently unused. |
vcov.frontier
returns the covariance matrix
of the maximum likelihood coefficients.
Arne Henningsen
# example included in FRONTIER 4.1 data( front41Data ) sfaResult <- sfa( log( output ) ~ log( capital ) + log( labour ), data = front41Data ) vcov( sfaResult )