Provides the Variance covariance matrix of an object of class serp.
# S3 method for serp
vcov(object, ...)An object of class serp.
additional arguments.
A variance covariance matrix of a fitted model.
library(serp)
m <- serp(rating ~ temp + contact, slope = "parallel", link = "logit",
data = serp::wine)
vcov(m)
#> (Intercept):1 (Intercept):2 (Intercept):3 (Intercept):4
#> (Intercept):1 0.25857667 0.09121741 0.0970815 0.1071628
#> (Intercept):2 0.09121741 0.19279139 0.1936435 0.2108726
#> (Intercept):3 0.09708150 0.19364346 0.3565443 0.3620915
#> (Intercept):4 0.10716280 0.21087265 0.3620915 0.5315339
#> tempwarm -0.06317870 -0.13260449 -0.2300241 -0.2643895
#> contactyes -0.07080296 -0.12529320 -0.1687295 -0.1976232
#> tempwarm contactyes
#> (Intercept):1 -0.06317870 -0.07080296
#> (Intercept):2 -0.13260449 -0.12529320
#> (Intercept):3 -0.23002414 -0.16872952
#> (Intercept):4 -0.26438951 -0.19762316
#> tempwarm 0.28300986 0.04957861
#> contactyes 0.04957861 0.22431512