[R-sig-Geo] variance-covariance matrix for GMerrorsar

[Qiuhua Ma]

Dear list,

I want to use bootstrapping to derive confidence intervals for marginal
wtp after GMerrorsar command.

It works for stsls since covariance matrix is directly available. However,
I cannot find covariance matrix for GMerrorsar.

For example, the following code works for stsls:

model1.beta <- coef(model1)

model1.vcov <- summary(model1)$var

model1.sim <- rmultnorm(10000, mu = model1.beta, vmat = model1.vcov)

model1.mwtp <- model1.sim * Pbar

model1.ci <- apply(model1.mwtp, 2, quantile, c(0.025, 0.975))


when I apply the same code for GMerrorsar:


model2.beta <- coef(model2)

model2.vcov <- summary(model2)$var


> model2.vcov

NULL


How can I obtain covariance matrix for GMerrorsar?


Chelsea

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