Dereje Bacha
2012-Oct-24 23:47 UTC
[R] extracting variance co variance matrix from system package
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)……. To extract it I wrote as follows: fit.ols$coefCov [[eq1]]. it did not work. I want it to apply to delta method. I need help please. Thank you!. . Dereje [[alternative HTML version deleted]]