A generic method for obtaining standard and robust variance covariance matrix

# S3 method for cmdlr
vcov(object, robust = FALSE, ...)

Arguments

object

A model object of class 'cmdlr'

robust

A boolean equal to TRUE if you want to return a robust variance covariance matrix based on a simple sandwich estimator. The default value is FALSE

...

Other arguments passed to the function

Value

A matrix with row and column names equal to the parameters of the fitted model