R: Variance-Covariance Matrix for a Fitted Segmented Model

vcov.segmented {segmented} | R Documentation

## Variance-Covariance Matrix for a Fitted Segmented Model

### Description

Returns the variance-covariance matrix of the parameters (including breakpoints) of a fitted segmented model object.

### Usage

    ## S3 method for class 'segmented'
    vcov(object, var.diff = FALSE, ...)

### Arguments

`object` | a fitted model object of class "segmented", returned by any `segmented` method.
`var.diff` | logical. If `var.diff=TRUE` and there is a single segmented variable, the covariance matrix is computed using a sandwich-type formula. See Details in `summary.segmented`.
`...` | additional arguments.

### Details

The returned covariance matrix is based on an approximation of the nonlinear segmented term. Therefore covariances corresponding to breakpoints are reliable only in large samples and/or clear cut segmented relationships.

### Value

The full matrix of the estimated covariances between the parameter estimates, including the breakpoints.

### Note

`var.diff=TRUE` works when there is a single segmented variable.

### Author(s)

Vito M. R. Muggeo, vito.muggeo@unipa.it

### See Also

`summary.segmented`

### Examples

    ##continues example from summary.segmented()
    # vcov(oseg)
    # vcov(oseg,var.diff=TRUE)

[Package segmented version 0.5-3.0 Index]