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 ) front41Data$logOutput <- log( front41Data$output ) front41Data$logCapital <- log( front41Data$capital ) front41Data$logLabour <- log( front41Data$labour ) sfa <- frontier( front41Data, "firm", "time", "logOutput", c( "logCapital", "logLabour" ) ) vcov( sfa )