Re: [R] variance covariance matrix of parameter estimate using nlrq

mea culpa: I've not written an extractor for this, so you have to do f <- nlrq(whatever) g <- summary(f) g$cov Note that this is computed by resampling so it varies somewhat depending on the seed. url:www.econ.uiuc.edu/~rogerRoger Koenker email[EM

[R] variance covariance matrix of parameter estimate using nlrq

In "lm" command, we can use "vcov" option to get variance-covariance matrix. Does anyone know how to get variance-covariance matrix in nlrq? Thanks, Kate [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.et