Skip to contents

Extract Variance-Covariance Matrix from a glmELE Object

Source: R/ele_glm_methods.R
vcov.glmELE.Rd

Extracts the variance-covariance matrix of the main parameters for a specific weighting method.

Usage

# S3 method for class 'glmELE'
vcov(object, weight.matrix = NULL, ...)

Arguments

object

An object of class "glmELE".

weight.matrix

Character string specifying which weighting method to return. Defaults to the first method found in the object.

...

Additional arguments passed to methods.

Value

A matrix of the estimated covariances between the parameter estimates.

Examples

data(brfss, package = "postlink")

adj_object <- adjELE(linked.data = brfss,
                     m.rate = unique(brfss$m.rate),
                     blocks = imonth,
                     weight.matrix = "BLUE")

fit <- plglm(Weight ~ Height + Physhlth + Menthlth + Exerany,
             family = "gaussian", adjustment = adj_object)

vcov(fit)
#>              (Intercept)        Height      Physhlth      Menthlth
#> (Intercept) 421.94126975 -7.581319e-01 -1.970479e-01 -4.875877e-02
#> Height       -0.75813191  1.475323e-03  3.599829e-05  7.049590e-06
#> Physhlth     -0.19704793  3.599829e-05  2.538921e-02 -1.144378e-02
#> Menthlth     -0.04875877  7.049590e-06 -1.144378e-02  3.414782e-02
#> Exerany     -10.86577018 -1.611498e-03  4.057175e-02 -3.363071e-03
#>                   Exerany
#> (Intercept) -10.865770184
#> Height       -0.001611498
#> Physhlth      0.040571746
#> Menthlth     -0.003363071
#> Exerany       4.404943103