Extract robust covariance matrices

Extracts the heteroskedasticity-consistent covariance matrix stored in an hcinfer object. The matrix is returned directly and is not recomputed.

Usage

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

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

Arguments

object

An object returned by hcinfer() or vcov_hc().

...

Unused.

Value

A numeric covariance matrix.