[Splm-commits] r120 - pkg/man

[noreply at r-forge.r-project.org]

Author: the_sculler
Date: 2011-05-26 09:20:26 +0200 (Thu, 26 May 2011)
New Revision: 120

Added:
   pkg/man/vcov.splm.Rd
Log:
Added man page for vcov.splm


Added: pkg/man/vcov.splm.Rd
===================================================================
--- pkg/man/vcov.splm.Rd	                        (rev 0)
+++ pkg/man/vcov.splm.Rd	2011-05-26 07:20:26 UTC (rev 120)
@@ -0,0 +1,40 @@
+\name{vcov.splm}
+\alias{vcov.splm}
+
+\title{Covariance extractor method for \code{splm} objects}
+\description{
+  Covariance extractor method for \code{splm} objects. Seldom used as
+  such but needed, e.g., for
+  interoperability with testing functions in lmtest and car.
+}
+\usage{
+vcov.splm(object, ...)
+\method{vcov}{splm}(object, ...)
+}
+\arguments{
+\item{object}{an object of class  \code{splm}}
+\item{...}{additional arguments to be passed; currently not used}
+}
+
+\value{
+a covariance matrix of beta coefficients
+}
+
+\references{Zeileis, A. (2006) Object-Oriented Computation of Sandwich
+  Estimators. \emph{Journal of Statistical Software}, \bold{16(9)}, 1-16.}
+
+\examples{
+data(Produc, package="Ecdat")
+data(usaww)
+fm <- log(gsp)~log(pcap)+log(pc)+log(emp)+unemp
+sarremod <- spml(fm, data=Produc, listw = mat2listw(usaww), model="random",
+lag=TRUE, spatial.error="none")
+## compact representation of betas
+library(lmtest)
+coeftest(sarremod)
+## linear hypothesis test
+library(car)
+lht(sarremod, "log(pcap)=log(pc)")
+}
+
+\keyword{vcov}