Compute variance-covariance matrix of stochastic metafrontier models

vcov computes the variance-covariance matrix of the maximum likelihood (ML) coefficients from stochastic metafrontier models estimated with sfametafrontier.

Usage

# S3 method for class 'sfametafrontier'
vcov(object, ...)

Arguments

object

A stochastic metafrontier model returned by sfametafrontier.

...

Currently ignored

Value

The variance-covariance matrix of the maximum likelihood coefficients is returned.

Details

The variance-covariance matrix is obtained by the inversion of the negative Hessian matrix. Depending on the distribution and the 'hessianType' option, the analytical/numeric Hessian or the bhhh Hessian is evaluated.

See also

sfametafrontier, for the stochastic metafrontier analysis model fitting function using cross-sectional or pooled data.