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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