Gets the variance-covariance matrix from a geex object
a geex
object
ex_eeFUN <- function(data){
function(theta){
with(data,
c(Y1 - theta[1],
(Y1 - theta[1])^2 - theta[2] ))
}}
results <- m_estimate(
estFUN = ex_eeFUN,
data = geexex,
root_control = setup_root_control(start = c(1,1)))
vcov(results)
#> [,1] [,2]
#> [1,] 0.10041239 0.03667969
#> [2,] 0.03667969 2.49219638