vcov_custom {ARDL} | R Documentation |
Variance-Covariance matrix of a regression
Description
vcov_custom
creates the Variance-Covariance matrix of a regression. It
is used instead of the vcov
because the latter doesn't
work with .lm.fit
.
Usage
vcov_custom(indep_vars, model_res)
Arguments
indep_vars |
A matrix representing the independent variables. |
model_res |
A numeric vector representing the regression's residuals. |
Value
vcov_custom
returns a Variance-Covariance matrix.
Author(s)
Kleanthis Natsiopoulos, klnatsio@gmail.com
See Also
f_test_custom
f_bounds_sim
t_bounds_sim
[Package ARDL version 0.2.4 Index]