vcov.systemfit.equation {systemfit} | R Documentation |
This function extracts the variance covariance matrix of the
coefficients of one equation from an object returned by
systemfit
.
## S3 method for class 'systemfit.equation': vcov( object, ...)
object |
an object of type systemfit.equation . |
... |
other arguments. |
vcov.systemfit.equation
returns the variance covariance matrix
of the estimated coefficients.
Arne Henningsen ahenningsen@agric-econ.uni-kiel.de
systemfit
, vcov.systemfit
and vcov
## 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]] )