I run system of equations. The system package gives variance covariance matrix for each equation. I want to extract the variance covariance matrix (of the coefficients) for each equation. How do we extract it?. Y1~X1+X2 Y2~X1+X2 fit.ols<-system (system, ols, data)â¦â¦. To extract it I wrote as follows: fit.ols$coefCov [[eq1]].  it did not work.Â
I want it to apply to delta method. I need help please. Â Thank you!. . Dereje [[alternative HTML version deleted]]
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