| 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
# example included in FRONTIER 4.1
data( front41Data )
sfaResult <- sfa( log( output ) ~ log( capital ) + log( labour ),
data = front41Data )
vcov( sfaResult )