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