Variance-covariance matrix for a bellreg model

This function extracts and returns the variance-covariance matrix associated with the regression coefficients when the maximum likelihood estimation approach is used in the model fitting.

Usage

# S3 method for class 'bellreg'
vcov(object, ...)

Arguments

object: an object of the class bellreg.
...: further arguments passed to or from other methods.

Value

the variance-covariance matrix associated with the regression coefficients.

Examples

# \donttest{
data(faults)
fit <- bellreg(nf ~ lroll, data = faults)
vcov(fit)
#>              (Intercept)         lroll
#> (Intercept)  0.110352842 -1.556120e-04
#> lroll       -0.000155612  2.401334e-07
# }