Extracting the Variance-Covariance Matrix from a iZIP Log-Linear or INGARCH Model Fit

# S3 method for izip
vcov(object, ...)

# S3 method for tsizip
vcov(object, ...)

Arguments

object	an object class 'izip' or 'tsizip' object, obtained from a call to `glm.izip` or `tsglm.izip`
...	other arguments passed to or from other methods (currently unused).

Value

The method will return the estimated covariances between the parameter estimates of the fitted iZIP log-linear or INGARCH model.

Examples

data(bioChemists)
M_bioChem <- glm.izip(art ~ ., data = bioChemists)
vcov(M_bioChem)
#>               (Intercept)      femWomen    marMarried          kid5
#> (Intercept)  0.0140052010 -2.575516e-03 -3.779114e-03 -1.939299e-04
#> femWomen    -0.0025755158  3.967439e-03  6.131842e-04  4.956370e-04
#> marMarried  -0.0037791143  6.131842e-04  4.984701e-03 -1.279453e-03
#> kid5        -0.0001939299  4.956370e-04 -1.279453e-03  2.143635e-03
#> phd         -0.0029065368  5.885587e-05  2.129996e-04  1.080880e-05
#> ment        -0.0000133543  1.527718e-05  1.268008e-06 -9.800836e-06
#>                       phd          ment
#> (Intercept) -2.906537e-03 -1.335430e-05
#> femWomen     5.885587e-05  1.527718e-05
#> marMarried   2.129996e-04  1.268008e-06
#> kid5         1.080880e-05 -9.800836e-06
#> phd          9.152565e-04 -1.537157e-05
#> ment        -1.537157e-05  4.729492e-06


data(arson)
M_arson <- tsglm.izip(arson ~ 1, past_mean_lags = 1, past_obs_lags = c(1, 2))
vcov(M_arson)
#>               [,1]          [,2]          [,3]         [,4]
#> [1,]  2.304972e-01 -0.0002056272  5.774753e-05 -0.213752728
#> [2,] -2.056272e-04  0.0069813766 -1.612592e-04 -0.006356661
#> [3,]  5.774753e-05 -0.0001612592  7.896905e-03 -0.006250237
#> [4,] -2.137527e-01 -0.0063566605 -6.250237e-03  0.217358684