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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/get_varcov.R
\name{get_varcov}
\alias{get_varcov}
\alias{get_varcov.default}
\alias{get_varcov.betareg}
\alias{get_varcov.clm2}
\alias{get_varcov.truncreg}
\alias{get_varcov.hurdle}
\alias{get_varcov.glmmTMB}
\alias{get_varcov.MixMod}
\alias{get_varcov.brmsfit}
\alias{get_varcov.betamfx}
\alias{get_varcov.aov}
\alias{get_varcov.mixor}
\title{Get variance-covariance matrix from models}
\usage{
get_varcov(x, ...)
\method{get_varcov}{default}(x, verbose = TRUE, vcov = NULL, vcov_args = NULL, ...)
\method{get_varcov}{betareg}(
x,
component = c("conditional", "precision", "all"),
verbose = TRUE,
...
)
\method{get_varcov}{clm2}(x, component = c("all", "conditional", "scale"), ...)
\method{get_varcov}{truncreg}(x, component = c("conditional", "all"), verbose = TRUE, ...)
\method{get_varcov}{hurdle}(
x,
component = c("conditional", "zero_inflated", "zi", "all"),
vcov = NULL,
vcov_args = NULL,
verbose = TRUE,
...
)
\method{get_varcov}{glmmTMB}(
x,
component = c("conditional", "zero_inflated", "zi", "dispersion", "all"),
verbose = TRUE,
...
)
\method{get_varcov}{MixMod}(
x,
effects = c("fixed", "random"),
component = c("conditional", "zero_inflated", "zi", "dispersion", "auxiliary", "all"),
verbose = TRUE,
...
)
\method{get_varcov}{brmsfit}(x, component = "conditional", verbose = TRUE, ...)
\method{get_varcov}{betamfx}(
x,
component = c("conditional", "precision", "all"),
verbose = TRUE,
...
)
\method{get_varcov}{aov}(x, complete = FALSE, verbose = TRUE, ...)
\method{get_varcov}{mixor}(x, effects = c("all", "fixed", "random"), verbose = TRUE, ...)
}
\arguments{
\item{x}{A model.}
\item{...}{Currently not used.}
\item{verbose}{Toggle warnings.}
\item{vcov}{Variance-covariance matrix used to compute uncertainty estimates
(e.g., for robust standard errors). This argument accepts a covariance
matrix, a function which returns a covariance matrix, or a string which
identifies the function to be used to compute the covariance matrix.
\itemize{
\item A covariance matrix
\item A function which returns a covariance matrix (e.g., \code{stats::vcov()})
\item A string which indicates the kind of uncertainty estimates to return.
\itemize{
\item Heteroskedasticity-consistent: \code{"vcovHC"}, \code{"HC"}, \code{"HC0"}, \code{"HC1"},
\code{"HC2"}, \code{"HC3"}, \code{"HC4"}, \code{"HC4m"}, \code{"HC5"}. See \code{?sandwich::vcovHC}
\item Cluster-robust: \code{"vcovCR"}, \code{"CR0"}, \code{"CR1"}, \code{"CR1p"}, \code{"CR1S"},
\code{"CR2"}, \code{"CR3"}. See \code{?clubSandwich::vcovCR()}
\item Bootstrap: \code{"vcovBS"}, \code{"xy"}, \code{"residual"}, \code{"wild"}, \code{"mammen"},
\code{"webb"}. See \code{?sandwich::vcovBS}
\item Other \code{sandwich} package functions: \code{"vcovHAC"}, \code{"vcovPC"}, \code{"vcovCL"},
\code{"vcovPL"}.
}
}}
\item{vcov_args}{List of arguments to be passed to the function identified by
the \code{vcov} argument. This function is typically supplied by the \strong{sandwich}
or \strong{clubSandwich} packages. Please refer to their documentation (e.g.,
\code{?sandwich::vcovHAC}) to see the list of available arguments. If no estimation
type (argument \code{type}) is given, the default type for \code{"HC"} (or \code{"vcovHC"})
equals the default from the \strong{sandwich} package; for type \code{"CR"} (or
\code{"vcoCR"}), the default is set to \code{"CR3"}.}
\item{component}{Should the complete variance-covariance matrix of the model
be returned, or only for specific model components only (like count or
zero-inflated model parts)? Applies to models with zero-inflated component,
or models with precision (e.g. \code{betareg}) component. \code{component} may be one
of \code{"conditional"}, \code{"zi"}, \code{"zero-inflated"}, \code{"dispersion"},
\code{"precision"}, or \code{"all"}. May be abbreviated. Note that the \emph{conditional}
component is also called \emph{count} or \emph{mean} component, depending on the
model.}
\item{effects}{Should the complete variance-covariance matrix of the model
be returned, or only for specific model parameters only? Currently only
applies to models of class \code{mixor}.}
\item{complete}{Logical, if \code{TRUE}, for \code{aov}, returns the full
variance-covariance matrix.}
}
\value{
The variance-covariance matrix, as \code{matrix}-object.
}
\description{
Returns the variance-covariance, as retrieved by \code{stats::vcov()}, but works
for more model objects that probably don't provide a \code{vcov()}-method.
}
\note{
\code{get_varcov()} tries to return the nearest positive definite matrix
in case of negative eigenvalues of the variance-covariance matrix. This
ensures that it is still possible, for instance, to calculate standard
errors of model parameters. A message is shown when the matrix is negative
definite and a corrected matrix is returned.
}
\examples{
data(mtcars)
m <- lm(mpg ~ wt + cyl + vs, data = mtcars)
get_varcov(m)
# vcov of zero-inflation component from hurdle-model
if (require("pscl")) {
data("bioChemists", package = "pscl")
mod <- hurdle(art ~ phd + fem | ment, data = bioChemists, dist = "negbin")
get_varcov(mod, component = "zero_inflated")
}
# robust vcov of, count component from hurdle-model
if (require("pscl") && require("sandwich")) {
data("bioChemists", package = "pscl")
mod <- hurdle(art ~ phd + fem | ment, data = bioChemists, dist = "negbin")
get_varcov(
mod,
component = "conditional",
vcov = "BS",
vcov_args = list(R = 50)
)
}
}
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