[R] variance covariance matrix of parameter estimate using nlrq

[roger koenker]

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/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Champaign, IL 61820


On Aug 11, 2008, at 4:12 PM, kate wrote:

> 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]]
>
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