get_vcov {marginaleffects} | R Documentation |
Get a named variance-covariance matrix from a model object (internal function)
Description
Get a named variance-covariance matrix from a model object (internal function)
Usage
get_vcov(model, ...)
## Default S3 method:
get_vcov(model, vcov = NULL, ...)
## S3 method for class 'MCMCglmm'
get_vcov(model, vcov = NULL, ...)
## S3 method for class 'afex_aov'
get_vcov(model, vcov = NULL, ...)
## S3 method for class 'glimML'
get_vcov(model, vcov = NULL, ...)
## S3 method for class 'biglm'
get_vcov(model, vcov = NULL, ...)
## S3 method for class 'brmsfit'
get_vcov(model, vcov = NULL, ...)
## S3 method for class 'gamlss'
get_vcov(model, ...)
## S3 method for class 'inferences_simulation'
get_vcov(model, ...)
## S3 method for class 'mhurdle'
get_vcov(model, vcov = NULL, ...)
## S3 method for class 'orm'
get_vcov(model, vcov = NULL, ...)
## S3 method for class 'scam'
get_vcov(model, vcov = NULL, ...)
Arguments
model |
Model object
|
... |
Additional arguments are passed to the predict() method
supplied by the modeling package.These arguments are particularly useful
for mixed-effects or bayesian models (see the online vignettes on the
marginaleffects website). Available arguments can vary from model to
model, depending on the range of supported arguments by each modeling
package. See the "Model-Specific Arguments" section of the
?marginaleffects documentation for a non-exhaustive list of available
arguments.
|
vcov |
Type of uncertainty estimates to report (e.g., for robust standard errors). Acceptable values:
FALSE: Do not compute standard errors. This can speed up computation considerably.
TRUE: Unit-level standard errors using the default vcov(model) variance-covariance matrix.
String which indicates the kind of uncertainty estimates to return.
Heteroskedasticity-consistent: "HC" , "HC0" , "HC1" , "HC2" , "HC3" , "HC4" , "HC4m" , "HC5" . See ?sandwich::vcovHC
Heteroskedasticity and autocorrelation consistent: "HAC"
Mixed-Models degrees of freedom: "satterthwaite", "kenward-roger"
Other: "NeweyWest" , "KernHAC" , "OPG" . See the sandwich package documentation.
One-sided formula which indicates the name of cluster variables (e.g., ~unit_id ). This formula is passed to the cluster argument of the sandwich::vcovCL function.
Square covariance matrix
Function which returns a covariance matrix (e.g., stats::vcov(model) )
|
Value
A named square matrix of variance and covariances. The names must match the coefficient names.
[Package
marginaleffects version 0.11.1
Index]