vcov.ltm {ltm}R Documentation

vcov method for ltm objects

Description

Extracts the asymptotic variance-covariance matrix of the MLEs from a ltm object.

Usage

## S3 method for class 'ltm':
vcov(object, robust = FALSE, ...)

Arguments

object an object inheriting from class ltm.
robust logical; if TRUE the sandwich estimator is used.
... additional arguments; currently none is used.

Value

a numeric matrix representing the estimated covariance matrix of the maximum likelihood estimates.

Author(s)

Dimitris Rizopoulos dimitris.rizopoulos@med.kuleuven.be

See Also

ltm

Examples


m <- ltm(Lsat ~ z1)
vcov(m)
sqrt(diag(vcov(m))) # standard errors


[Package ltm version 0.3-0 Index]