Covariance matrix of the estimated coefficients

Usage

# S3 method for class 'pcdfit'
vcov(object, type = c("robust", "information", "profile"), ...)

Arguments

object: A fitted pcdreg() model.
type: Which estimator to return. "robust" is the sandwich estimator that does not rely on the Poisson assumption and is available for both models. "information" and "profile" apply to pcdreg() only: the first is the efficient information estimator, valid under the Poisson assumption, and the second is the profile likelihood estimator, available only if the model was fitted with profile = TRUE.
...: Ignored.

Value

A covariance matrix.

Examples

set.seed(1)
d <- sim_pcd(80, beta = c(1, -1), lambda = function(t) 8 / (1 + t))
fit <- pcdreg(pcd(id, tstart, tstop, count) ~ x1 + x2, data = d)
sqrt(diag(vcov(fit)))
#>        x1        x2 
#> 0.1662945 0.1655435 
sqrt(diag(vcov(fit, "information")))
#>        x1        x2 
#> 0.1236833 0.1212920