| vcov.frontier {frontier} | R Documentation |
Extract the covariance matrix of the maximum likelihood coefficients
of a stochastic frontier model returned by frontier.
## S3 method for class 'frontier': vcov( object, ... )
object |
an object of class frontier
(returned by the function frontier). |
... |
currently unused. |
vcov.frontier returns the covariance matrix
of the maximum likelihood coefficients.
Arne Henningsen ahenningsen@agric-econ.uni-kiel.de
# example included in FRONTIER 4.1
data( front41Data )
front41Data$logOutput <- log( front41Data$output )
front41Data$logCapital <- log( front41Data$capital )
front41Data$logLabour <- log( front41Data$labour )
sfa <- frontier( front41Data, "firm", "time", "logOutput",
c( "logCapital", "logLabour" ) )
vcov( sfa )