Extract variance-covariance matrix from an ivreg2 object
Usage
# S3 method for class 'ivreg2'
vcov(object, ...)
Arguments
- object
An object of class "ivreg2".
- ...
Additional arguments (ignored).
Value
The variance-covariance matrix of the coefficient estimates.
See also
ivreg2()
Other ivreg2 methods:
coef.ivreg2(),
confint.ivreg2(),
diagnostics(),
first_stage(),
fitted.ivreg2(),
formula.ivreg2(),
ivreg2(),
model.matrix.ivreg2(),
nobs.ivreg2(),
predict.ivreg2(),
print.ivreg2(),
print.summary.ivreg2(),
residuals.ivreg2(),
summary.ivreg2(),
terms.ivreg2(),
update.ivreg2()
