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Introduction
Traditional linear models, such as the output of the R function
lm()
, are often loaded with a set of strong assumptions.
Take univariate regression:
\[ Y = q+mX+\varepsilon. (\#eq:lm) \] This equation assumes that:
- The conditional mean \(\mathbb E(Y\vert X) = q + mX\), a linear function of \(X\).
- The conditional variance \(\mathbb {V}(Y \vert X)=\mathbb{V}(\varepsilon\vert X)\) is independent of \(X\).
- The conditional distribution \(Y\vert X\) is gaussian.
- In a set of measurements \(\left\{\left(X_i,Y_i\right)\right\}_{i = 1,\, \dots, \,N}\), \(Y_i\) and the set \(\left\{ X_j, Y_j\right\} _{j\neq i}\) are conditionally independent of each other, given the value of the corresponding regressor \(X_i\).1
The last assumption is satisfied in many practical situations, and we will take it here for granted2. What happens when the first three assumptions are violated (that is “frequently” to “almost always”, depending on context)?
A comprehensive discussion is provided by (Buja et al. 2019). These authors show that:
If the conditional mean \(\mathbb E (Y \vert X)\) is not linear (“first order misspecification”), then the Ordinary Least Squares (OLS) regression coefficients \(\hat \beta\) consistently estimate: \[ \beta \equiv \text{arg } \min _{\beta^\prime} \mathbb E((Y-X\beta^\prime)^2) (\#eq:target) \] which can be thought as the “best linear approximation of the response”3.
Both non-linearity in the sense of the previous point, and \(X\)-dependence in \(\mathbb{V}(Y \vert X)\) (“second order misspecification”) affect the sampling distribution of \(\hat \beta\) and, in particular, \(\mathbb{V}(\hat \beta)\), which is the relevant quantity for inference in the large-sample limit.
Both problems can be efficiently addressed through the so-called “sandwich” estimators for the covariance matrix of \(\hat \beta\) (White 1980), whose consistency is robust to both type of misspecification.
Details can be found in the mentioned reference. The rest of the post
illustrates with examples how to compute “sandwich” estimates in
R
, and why you may want to do so.
Fitting misspecified linear models in R
The {sandwich}
package (available on CRAN) provides estimators for the regression
coefficients’ variance-covariance matrix \(\mathbb V (\hat \beta)\) that are robust to
first and second order misspecification. These can be readily used with
lm
objects, as in the example below:
fit <- lm(mpg ~ wt, data = mtcars) stats::vcov(fit) # standard vcov (linear model trusting estimate) (Intercept) wt (Intercept) 3.525484 -1.005693 wt -1.005693 0.312594 sandwich::vcovHC(fit) # sandwich vcov (model-robust estimate) (Intercept) wt (Intercept) 5.889249 -1.7418581 wt -1.741858 0.5448011
It is important to note that both functions
stats::vcov()
and sandwich::vcovHC()
employ
the same point estimates of regression coefficients
to compute \(\mathbb V (\hat
\beta)\):
fit Call: lm(formula = mpg ~ wt, data = mtcars) Coefficients: (Intercept) wt 37.285 -5.344
The difference between these functions lies in the different assumptions they make on the linear model residuals, which leads to different estimates for \(\mathbb{V}(\hat \beta)\).
Effects of misspecification
This section illustrates some consequences of model misspecification through simulation. The examples use:
library(dplyr) library(ggplot2)
For convenience, we define some helpers to be used in the following examples. The function below returns random generators for the generic additive error model \(Y = f(X) + \varepsilon\), where the distribution of the noise term \(\varepsilon\) may in general depend on \(X\). Both \(X\) and \(Y\) are assumed here and below to be 1-dimensional.
rxy_fun <- function(rx, f, reps) { res <- function(n) { x <- rx(n) # X has marginal distribution 'rx' y <- f(x) + reps(x) # Y has conditional mean 'f(x)' and noise 'reps(x)' return(tibble(x = x, y = y)) } return(structure(res, class = "rxy")) } plot.rxy <- function(x, N = 1000, seed = 840) { set.seed(seed) ggplot(data = x(N), aes(x = x, y = y)) + geom_point(alpha = 0.3) + geom_smooth(method = "lm", se = FALSE) }
The following function simulates fitting the linear model
y ~ x
over multiple datasets generated according to a
function rxy()
.
lmsim <- function(rxy, N = 100, vcov = stats::vcov, B = 1e3, seed = 840) { set.seed(seed) res <- list(coef = matrix(nrow = B, ncol = 2), vcov = vector("list", B)) colnames(res$coef) <- c("(Intercept)", "x") class(res) <- "lmsim" for (b in 1:B) { .fit <- lm(y ~ ., data = rxy(N)) res$coef[b, ] <- coef(.fit) # Store intercept and slope in B x 2 matrix res$vcov[[b]] <- vcov(.fit) # Store vcov estimates in length B list. } return(res) } print.lmsim <- function(x) { cat("Simulation results:\n\n") cat("* Model-trusting vcov (average of vcov estimates):\n") print( avg_est_vcov <- Reduce("+", x$vcov) / length(x$vcov) ) cat("\n* Simulation-based vcov (vcov of coefficient estimates):\n") print( emp_vcov <- cov(x$coef)) cat("\n* Ratio (1st / 2nd):\n") print( avg_est_vcov / emp_vcov ) return(invisible(x)) }
The print method defined above shows a comparison of the covariance matrices obtained by:
- Averaging variance-covariance estimates from the various simulations, and
- Taking the variance-covariance matrix of regression coefficients obtained in the simulations.
The first one can be considered a “model-trusting” estimate (where
the actual “model” is specified by the vcov
argument of
lmsim()
, i.e. stats::vcov
and
sandwich::vcovHC
for the traditional and sandwich
estimates, respectively). The second one is a model-free
simulation-based estimate of the true \(\mathbb{V}(\hat \beta)\). The comparison
between the two4 provides a measure of the asymptotic bias
of the model-trusting estimate.
Example 1: First order misspecification
\[ Y = X ^ 2 + \varepsilon,\quad X \sim \text{Unif} (0,1),\qquad \varepsilon \sim \mathcal N (0,0.01) \]
rxy_01 <- rxy_fun( rx = runif, f = \(x) x^2, reps = \(x) rnorm(length(x), sd = .01) )
In this model, \(\mathbb E (Y \vert X)\) is not linear in \(X\) (first order misspecification), but the remaining assumptions of the linear model hold. This is how a typical linear fit of data generated from this model looks like:
plot(rxy_01, N = 300)
Here the effect of misspecification on the variance-covariance model trusting estimates is to underestimate true covariance values (by a factor as large as 40%!):
lmsim(rxy_01) $coef (Intercept) x [1,] -0.1492042 0.9848331 [2,] -0.1672965 0.9938356 [3,] -0.1741689 1.0133387 [4,] -0.1343376 0.9338718 [5,] -0.1522985 0.9771531 [6,] -0.1617622 0.9735575 [7,] -0.1850168 1.0479047 [8,] -0.1725564 1.0150846 [9,] -0.1519079 0.9797259 [10,] -0.1701713 1.0003935 [11,] -0.1776876 1.0118800 [12,] -0.1726425 0.9886916 [13,] -0.1530396 0.9900055 [14,] -0.1730381 1.0118988 [15,] -0.1552507 0.9641413 [16,] -0.1820366 1.0249481 [17,] -0.1379366 0.9518739 [18,] -0.1804744 1.0215438 [19,] -0.1596881 0.9879221 [20,] -0.1551352 0.9623821 [21,] -0.1487741 0.9924152 [22,] -0.1818460 1.0203085 [23,] -0.1390505 0.9452565 [24,] -0.1709407 1.0155853 [25,] -0.1615616 0.9701107 [26,] -0.1732873 1.0139951 [27,] -0.1584225 0.9845009 [28,] -0.1734871 0.9899266 [29,] -0.1499159 0.9979010 [30,] -0.1640850 1.0128128 [31,] -0.1584035 0.9897784 [32,] -0.1597918 0.9626873 [33,] -0.1713458 0.9876645 [34,] -0.1720940 1.0101869 [35,] -0.1561971 0.9963491 [36,] -0.1598678 0.9880583 [37,] -0.1959328 1.0326375 [38,] -0.1707688 0.9805662 [39,] -0.1730277 1.0205506 [40,] -0.1546160 0.9629526 [41,] -0.1609785 1.0096706 [42,] -0.1430278 0.9791670 [43,] -0.1481606 0.9704052 [44,] -0.1812934 1.0069203 [45,] -0.1624797 0.9954147 [46,] -0.2263972 1.1074251 [47,] -0.1460128 0.9668403 [48,] -0.1727529 0.9936889 [49,] -0.1551878 0.9793975 [50,] -0.1704082 0.9901274 [51,] -0.1322900 0.9406920 [52,] -0.1494835 1.0049753 [53,] -0.1631515 1.0072997 [54,] -0.1538023 0.9660115 [55,] -0.1730536 1.0106522 [56,] -0.1715305 1.0217686 [57,] -0.1738781 1.0340199 [58,] -0.1724760 1.0008378 [59,] -0.1393797 0.9725650 [60,] -0.1797192 1.0191456 [61,] -0.1609190 0.9752423 [62,] -0.1756820 1.0313139 [63,] -0.2147338 1.0747649 [64,] -0.1700265 1.0148409 [65,] -0.1890362 1.0486265 [66,] -0.1830241 1.0085895 [67,] -0.1742902 1.0161591 [68,] -0.1240727 0.8975975 [69,] -0.1510721 0.9566539 [70,] -0.1506778 0.9852273 [71,] -0.1697857 1.0207411 [72,] -0.1592230 1.0033666 [73,] -0.1783334 1.0296205 [74,] -0.1545865 0.9922272 [75,] -0.1592670 0.9836079 [76,] -0.1492947 0.9775454 [77,] -0.1817262 1.0356666 [78,] -0.1405081 0.9463266 [79,] -0.1802573 1.0244577 [80,] -0.2008736 1.0651887 [81,] -0.1444640 0.9915624 [82,] -0.2157661 1.0890302 [83,] -0.1969575 1.0552697 [84,] -0.1751485 1.0199630 [85,] -0.1739127 0.9967420 [86,] -0.1419502 0.9484813 [87,] -0.1914078 1.0264140 [88,] -0.1745678 0.9988856 [89,] -0.1574870 0.9861215 [90,] -0.1776541 1.0421064 [91,] -0.1650321 0.9969632 [92,] -0.1805436 1.0251750 [93,] -0.1774267 0.9925020 [94,] -0.1684783 1.0034823 [95,] -0.1622454 0.9629651 [96,] -0.1583735 0.9747504 [97,] -0.1475453 0.9814714 [98,] -0.1631432 0.9853327 [99,] -0.1974697 1.0387027 [100,] -0.1506777 0.9935551 [101,] -0.1973696 1.0532105 [102,] -0.1854300 1.0202853 [103,] -0.1743934 1.0070743 [104,] -0.1907374 1.0259785 [105,] -0.2079500 1.0360323 [106,] -0.1643661 1.0091753 [107,] -0.2026129 1.0608377 [108,] -0.1839888 1.0241692 [109,] -0.1700652 1.0326750 [110,] -0.1778231 1.0074247 [111,] -0.1634512 1.0011191 [112,] -0.1633072 1.0092457 [113,] -0.1804383 1.0267848 [114,] -0.1573277 1.0066673 [115,] -0.1345778 0.9275003 [116,] -0.1950365 1.0409511 [117,] -0.1761704 1.0138517 [118,] -0.1529808 0.9970803 [119,] -0.1386321 0.9238803 [120,] -0.1541518 0.9836478 [121,] -0.1775055 1.0246489 [122,] -0.1922580 1.0568006 [123,] -0.1779449 0.9919571 [124,] -0.1845176 1.0219276 [125,] -0.2156581 1.0853025 [126,] -0.1491147 0.9495424 [127,] -0.1551748 0.9757274 [128,] -0.1892170 1.0467927 [129,] -0.1430404 0.9542750 [130,] -0.1580013 0.9779809 [131,] -0.1438539 0.9703157 [132,] -0.1692766 1.0189915 [133,] -0.1693396 1.0114952 [134,] -0.1798591 1.0212778 [135,] -0.1964096 1.0509122 [136,] -0.1728542 1.0378895 [137,] -0.2090140 1.0760444 [138,] -0.1570607 1.0068291 [139,] -0.1733614 0.9977447 [140,] -0.1696596 0.9795989 [141,] -0.1580316 0.9790548 [142,] -0.1799208 1.0134743 [143,] -0.1445422 0.9518618 [144,] -0.1649267 0.9938346 [145,] -0.1725723 1.0238495 [146,] -0.1599091 0.9665131 [147,] -0.1923726 1.0330380 [148,] -0.1973959 1.0584268 [149,] -0.1463507 0.9644216 [150,] -0.1679247 1.0089701 [151,] -0.1750804 1.0313828 [152,] -0.1957230 1.0514504 [153,] -0.1673706 1.0119983 [154,] -0.1682516 1.0134721 [155,] -0.1671656 1.0050093 [156,] -0.1485667 0.9525622 [157,] -0.2018525 1.0410615 [158,] -0.2128565 1.0654944 [159,] -0.1935343 1.0306762 [160,] -0.1367284 0.9428695 [161,] -0.1406401 0.9776211 [162,] -0.1925020 1.0358385 [163,] -0.1666279 0.9908879 [164,] -0.1813802 1.0133285 [165,] -0.1500137 0.9724187 [166,] -0.1298679 0.9225217 [167,] -0.1830164 1.0301854 [168,] -0.1361425 0.9660179 [169,] -0.1786530 1.0037611 [170,] -0.1763439 1.0056544 [171,] -0.1847810 1.0225125 [172,] -0.1633224 0.9790834 [173,] -0.1632595 1.0048817 [174,] -0.1521565 0.9691901 [175,] -0.1501240 0.9641523 [176,] -0.1852384 1.0315249 [177,] -0.1447913 0.9302012 [178,] -0.1876313 1.0383718 [179,] -0.1658932 0.9864247 [180,] -0.1329441 0.9498161 [181,] -0.1747157 1.0154394 [182,] -0.1719564 1.0062216 [183,] -0.1721170 0.9974692 [184,] -0.1677693 1.0176596 [185,] -0.1698480 1.0130385 [186,] -0.2131021 1.1038004 [187,] -0.1520521 0.9524128 [188,] -0.2064924 1.0603008 [189,] -0.1682670 0.9910281 [190,] -0.1705248 1.0121078 [191,] -0.1545912 0.9830719 [192,] -0.1659990 0.9808501 [193,] -0.1653286 1.0106849 [194,] -0.1564038 0.9819012 [195,] -0.1576622 0.9910821 [196,] -0.1663288 1.0007883 [197,] -0.1251622 0.9413586 [198,] -0.1749056 1.0259633 [199,] -0.1726707 1.0073847 [200,] -0.1743689 1.0287916 [201,] -0.1763904 1.0105388 [202,] -0.1485123 1.0033058 [203,] -0.2117403 1.0559125 [204,] -0.1680369 1.0022455 [205,] -0.1844290 1.0293421 [206,] -0.1733969 1.0131757 [207,] -0.1232361 0.9085716 [208,] -0.1835077 0.9984445 [209,] -0.1801353 1.0461562 [210,] -0.1874809 1.0410110 [211,] -0.1512918 0.9598340 [212,] -0.1717485 1.0119172 [213,] -0.1693144 1.0184664 [214,] -0.1576858 0.9814377 [215,] -0.1555694 0.9852405 [216,] -0.1720713 0.9953904 [217,] -0.1549881 0.9673649 [218,] -0.1771679 1.0256871 [219,] -0.1211022 0.9105356 [220,] -0.1303083 0.9353758 [221,] -0.1632698 1.0045698 [222,] -0.1463544 0.9706859 [223,] -0.1446694 0.9729244 [224,] -0.1507870 0.9649947 [225,] -0.1860260 1.0327242 [226,] -0.1714667 1.0052976 [227,] -0.1607564 0.9804749 [228,] -0.1787528 1.0006837 [229,] -0.1565934 0.9884775 [230,] -0.1570377 0.9678156 [231,] -0.1596805 1.0008489 [232,] -0.1663957 1.0274998 [233,] -0.1454704 0.9364282 [234,] -0.1803635 1.0212843 [235,] -0.1781276 1.0155589 [236,] -0.1786070 1.0281397 [237,] -0.1460048 0.9497290 [238,] -0.1627864 0.9700011 [239,] -0.1625018 0.9903388 [240,] -0.1724135 0.9858393 [241,] -0.1884628 1.0240039 [242,] -0.1392754 0.9426642 [243,] -0.1910326 1.0432209 [244,] -0.1653891 0.9642670 [245,] -0.1766557 1.0069076 [246,] -0.1396503 0.9443030 [247,] -0.1747318 1.0180222 [248,] -0.1629340 0.9904048 [249,] -0.1586271 0.9946838 [250,] -0.1374020 0.9343580 [251,] -0.1337354 0.9228731 [252,] -0.1720418 1.0191555 [253,] -0.1607660 1.0019473 [254,] -0.1470943 0.9869176 [255,] -0.2036385 1.0454900 [256,] -0.1462811 0.9548304 [257,] -0.1741273 1.0304742 [258,] -0.1212441 0.9203724 [259,] -0.1646721 0.9912321 [260,] -0.2193445 1.0931664 [261,] -0.1680506 1.0227414 [262,] -0.1726858 1.0149215 [263,] -0.1964757 1.0567797 [264,] -0.1370500 0.9263424 [265,] -0.1604476 0.9962605 [266,] -0.1697485 1.0204291 [267,] -0.1757017 1.0036071 [268,] -0.1505578 0.9588509 [269,] -0.1776712 1.0317416 [270,] -0.1936083 1.0560750 [271,] -0.1662493 0.9846882 [272,] -0.1608127 0.9574892 [273,] -0.1557933 0.9761793 [274,] -0.1529221 0.9815921 [275,] -0.1717047 0.9917627 [276,] -0.1696310 0.9890217 [277,] -0.1680761 0.9969446 [278,] -0.1610546 0.9719813 [279,] -0.2044580 1.0539898 [280,] -0.1578984 0.9772140 [281,] -0.1583088 0.9931033 [282,] -0.1992136 1.0471801 [283,] -0.1874156 1.0328504 [284,] -0.1398905 0.9204460 [285,] -0.1753104 0.9916116 [286,] -0.1343638 0.9326845 [287,] -0.1538998 1.0060365 [288,] -0.1760144 1.0207676 [289,] -0.1388620 0.9637450 [290,] -0.1816857 1.0328560 [291,] -0.1687266 1.0156244 [292,] -0.1766941 1.0460703 [293,] -0.1527780 0.9473203 [294,] -0.1658256 0.9693212 [295,] -0.1622672 1.0045611 [296,] -0.1426372 0.9485901 [297,] -0.1674830 1.0046266 [298,] -0.1790086 1.0198079 [299,] -0.1397103 0.9316240 [300,] -0.1410791 0.9538880 [301,] -0.1520688 0.9678901 [302,] -0.1899214 1.0290082 [303,] -0.1504792 0.9637337 [304,] -0.1643493 1.0011869 [305,] -0.1331099 0.9419335 [306,] -0.1563723 0.9764814 [307,] -0.1628858 1.0001923 [308,] -0.1667569 0.9915934 [309,] -0.1529791 0.9741474 [310,] -0.1640690 1.0023149 [311,] -0.1972968 1.0506719 [312,] -0.2055455 1.0644095 [313,] -0.1472489 0.9832079 [314,] -0.1749494 1.0105527 [315,] -0.1460915 0.9906040 [316,] -0.1796034 1.0252346 [317,] -0.1863635 1.0323918 [318,] -0.2013777 1.0461774 [319,] -0.1608490 0.9924077 [320,] -0.1871862 1.0209730 [321,] -0.1799796 1.0290107 [322,] -0.1616459 0.9746576 [323,] -0.1365747 0.9443577 [324,] -0.1481246 0.9841136 [325,] -0.1764505 1.0284868 [326,] -0.2124155 1.0843911 [327,] -0.1631815 1.0070212 [328,] -0.1674173 0.9951164 [329,] -0.1839151 1.0392863 [330,] -0.1775244 0.9911864 [331,] -0.1534663 0.9559287 [332,] -0.1761140 1.0194389 [333,] -0.1493893 0.9898809 [334,] -0.1400167 0.9638405 [335,] -0.1544377 0.9882799 [336,] -0.1735703 1.0059490 [337,] -0.1626174 1.0025301 [338,] -0.1581419 0.9861419 [339,] -0.1730115 1.0124530 [340,] -0.1563788 0.9949382 [341,] -0.1752076 1.0172927 [342,] -0.1456022 0.9772894 [343,] -0.1458178 0.9463383 [344,] -0.1617022 0.9958572 [345,] -0.1934703 1.0433425 [346,] -0.1747770 0.9896024 [347,] -0.1639795 0.9949930 [348,] -0.1678332 1.0100608 [349,] -0.1852163 1.0114238 [350,] -0.1538768 0.9834078 [351,] -0.1353845 0.9513650 [352,] -0.1491467 0.9798387 [353,] -0.1538934 0.9834331 [354,] -0.1590341 0.9853227 [355,] -0.1762377 1.0152540 [356,] -0.1724302 1.0212485 [357,] -0.1730765 1.0278204 [358,] -0.1762056 1.0251000 [359,] -0.1443106 0.9685429 [360,] -0.1838002 1.0060400 [361,] -0.1601542 1.0121024 [362,] -0.2006681 1.0544025 [363,] -0.1905956 1.0448073 [364,] -0.1746614 1.0028538 [365,] -0.1429341 0.9602030 [366,] -0.1332995 0.9410687 [367,] -0.1732458 1.0167090 [368,] -0.1772064 0.9966349 [369,] -0.1613933 1.0168273 [370,] -0.1598497 0.9825419 [371,] -0.1731645 0.9792333 [372,] -0.1589952 0.9875491 [373,] -0.1803699 1.0404335 [374,] -0.1639934 0.9774678 [375,] -0.1981938 1.0829926 [376,] -0.1848798 1.0278461 [377,] -0.1591529 0.9696276 [378,] -0.1540566 0.9576214 [379,] -0.1496030 0.9681593 [380,] -0.1526642 0.9656279 [381,] -0.1519919 0.9465051 [382,] -0.1467272 1.0010838 [383,] -0.1933998 1.0302383 [384,] -0.1750050 0.9874161 [385,] -0.1934355 1.0295133 [386,] -0.1767963 1.0162017 [387,] -0.1655212 0.9774993 [388,] -0.1602204 0.9702900 [389,] -0.1629489 1.0188029 [390,] -0.1471399 0.9608970 [391,] -0.1516947 0.9795651 [392,] -0.1647744 0.9839899 [393,] -0.1403844 0.9421832 [394,] -0.1455642 0.9658617 [395,] -0.1644257 1.0115619 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[824,] -0.1528968 0.9915065 [825,] -0.1616655 0.9835068 [826,] -0.1854498 1.0233392 [827,] -0.1696280 1.0055116 [828,] -0.1612802 0.9875495 [829,] -0.1544984 1.0139563 [830,] -0.1658774 1.0025752 [831,] -0.1642900 0.9978620 [832,] -0.1724980 1.0460019 [833,] -0.1452499 0.9690060 [834,] -0.1912204 1.0254658 [835,] -0.1800559 1.0091060 [836,] -0.1778441 1.0300128 [837,] -0.1811142 1.0332075 [838,] -0.1624216 0.9931996 [839,] -0.1731638 0.9761660 [840,] -0.1602737 0.9564707 [841,] -0.1753463 1.0081394 [842,] -0.1406723 0.9695324 [843,] -0.1789439 1.0020023 [844,] -0.1630913 0.9970695 [845,] -0.1752290 0.9999347 [846,] -0.1622860 0.9890234 [847,] -0.1842694 1.0110108 [848,] -0.1720268 0.9939975 [849,] -0.1738113 1.0088941 [850,] -0.2054332 1.0772987 [851,] -0.1732703 1.0133332 [852,] -0.1848207 1.0306298 [853,] -0.1688346 1.0205498 [854,] -0.1505759 0.9703343 [855,] -0.1735229 1.0295333 [856,] -0.1869735 1.0433806 [857,] -0.1764856 1.0062419 [858,] -0.1536178 1.0033897 [859,] -0.1718611 0.9955814 [860,] -0.1348844 0.9437839 [861,] -0.1892973 1.0193578 [862,] -0.1882183 1.0286911 [863,] -0.1715716 1.0047731 [864,] -0.1806253 1.0267766 [865,] -0.1694987 0.9915604 [866,] -0.1516368 0.9541116 [867,] -0.1750902 1.0185156 [868,] -0.1675485 1.0070588 [869,] -0.1386680 0.9501183 [870,] -0.1756657 1.0235620 [871,] -0.1666412 1.0029049 [872,] -0.1611926 1.0265492 [873,] -0.1634887 0.9804824 [874,] -0.1728598 1.0163720 [875,] -0.1161671 0.8971733 [876,] -0.1672444 0.9952969 [877,] -0.1719615 1.0070991 [878,] -0.1591452 1.0120340 [879,] -0.1352738 0.9641847 [880,] -0.1961992 1.0380459 [881,] -0.1721523 1.0142950 [882,] -0.1692813 1.0252897 [883,] -0.2005558 1.0516790 [884,] -0.1582444 0.9565389 [885,] -0.1908112 1.0369241 [886,] -0.1556667 0.9936260 [887,] -0.1470472 0.9454042 [888,] -0.2047328 1.0507258 [889,] -0.1515883 0.9789401 [890,] -0.1622987 0.9880549 [891,] -0.1600290 1.0129990 [892,] -0.1532964 0.9740795 [893,] -0.1667343 0.9814003 [894,] -0.1743407 1.0059649 [895,] -0.1597287 1.0041655 [896,] -0.1598353 0.9577908 [897,] -0.1747722 1.0166803 [898,] -0.1719665 1.0172177 [899,] -0.1894487 1.0339012 [900,] -0.1760002 1.0206094 [901,] -0.1765603 1.0003902 [902,] -0.1658552 1.0151482 [903,] -0.1500426 0.9729887 [904,] -0.1674547 1.0207010 [905,] -0.1760547 1.0151896 [906,] -0.1523639 0.9793935 [907,] -0.1750210 1.0191295 [908,] -0.1653355 1.0006676 [909,] -0.1786037 1.0285421 [910,] -0.1435760 0.9549144 [911,] -0.1658090 0.9870342 [912,] -0.1916508 1.0380478 [913,] -0.1565003 0.9805763 [914,] -0.1763433 1.0286954 [915,] -0.2367715 1.0984673 [916,] -0.1982123 1.0457465 [917,] -0.1697756 1.0029979 [918,] -0.1836452 1.0334605 [919,] -0.1726370 1.0330784 [920,] -0.1683219 1.0121307 [921,] -0.1796113 1.0171441 [922,] -0.1809396 1.0491079 [923,] -0.1945712 1.0215810 [924,] -0.1506410 0.9826792 [925,] -0.1800323 1.0367853 [926,] -0.1646551 1.0000640 [927,] -0.1559406 0.9898952 [928,] -0.1659323 1.0084276 [929,] -0.1593027 0.9883255 [930,] -0.1611286 0.9848828 [931,] -0.1484368 0.9611656 [932,] -0.1907006 1.0490519 [933,] -0.1735598 0.9850736 [934,] -0.1532961 0.9565456 [935,] -0.1874186 1.0352017 [936,] -0.1784458 1.0178469 [937,] -0.1751489 1.0095368 [938,] -0.1433234 0.9663845 [939,] -0.2081658 1.0826374 [940,] -0.1976953 1.0388597 [941,] -0.2006691 1.0424814 [942,] -0.1713905 0.9848923 [943,] -0.1579937 0.9845753 [944,] -0.1590341 0.9805592 [945,] -0.1624735 0.9972820 [946,] -0.1548385 0.9607173 [947,] -0.1490660 0.9653262 [948,] -0.1989202 1.0552705 [949,] -0.1568205 0.9723116 [950,] -0.1759609 1.0113120 [951,] -0.1549532 1.0071352 [952,] -0.1699052 1.0203925 [953,] -0.1299368 0.9368096 [954,] -0.1606578 0.9957644 [955,] -0.1700132 0.9745825 [956,] -0.1474418 0.9532069 [957,] -0.1648604 0.9976720 [958,] -0.1561832 0.9625276 [959,] -0.1692921 1.0117697 [960,] -0.1860920 1.0244146 [961,] -0.1843421 1.0329883 [962,] -0.1515894 0.9918073 [963,] -0.1714614 1.0269564 [964,] -0.1610199 1.0032958 [965,] -0.1682890 1.0271230 [966,] -0.1644756 1.0035257 [967,] -0.1600014 0.9744283 [968,] -0.2012037 1.0664731 [969,] -0.1527193 0.9848182 [970,] -0.1678397 0.9946171 [971,] -0.1437448 0.9350025 [972,] -0.1550885 0.9646264 [973,] -0.1694720 0.9833348 [974,] -0.1722868 1.0134666 [975,] -0.1311282 0.9359723 [976,] -0.1710689 0.9888027 [977,] -0.1860245 1.0053996 [978,] -0.1520098 0.9745218 [979,] -0.1393123 0.9583837 [980,] -0.1550963 0.9735025 [981,] -0.1686412 1.0256554 [982,] -0.1683808 1.0051600 [983,] -0.2038087 1.0597734 [984,] -0.1556640 0.9724131 [985,] -0.1518065 0.9794142 [986,] -0.1318841 0.9790193 [987,] -0.1602138 1.0004644 [988,] -0.1816916 1.0370025 [989,] -0.1794502 1.0468634 [990,] -0.1637645 0.9923290 [991,] -0.1704909 0.9907060 [992,] -0.1313033 0.9166676 [993,] -0.1597615 0.9924357 [994,] -0.1855906 1.0558936 [995,] -0.1635394 1.0259573 [996,] -0.1654512 0.9871150 [997,] -0.1473220 0.9665995 [998,] -0.1629013 1.0051578 [999,] -0.1484551 0.9735056 [1000,] -0.1589381 0.9996720 $vcov $vcov[[1]] (Intercept) x (Intercept) 0.0002450162 -0.0003571999 x -0.0003571999 0.0007101622 $vcov[[2]] (Intercept) x (Intercept) 0.0002101647 -0.0003215567 x -0.0003215567 0.0006591549 $vcov[[3]] (Intercept) x (Intercept) 0.0002179332 -0.0003286406 x -0.0003286406 0.0006650377 $vcov[[4]] (Intercept) x (Intercept) 0.0002243474 -0.0003426187 x -0.0003426187 0.0007126448 $vcov[[5]] (Intercept) x (Intercept) 0.0002424802 -0.0003616203 x -0.0003616203 0.0007216100 $vcov[[6]] (Intercept) x (Intercept) 0.0002018983 -0.0003285588 x -0.0003285588 0.0007254109 $vcov[[7]] (Intercept) x (Intercept) 0.0002418026 -0.0003476748 x -0.0003476748 0.0006596267 $vcov[[8]] (Intercept) x (Intercept) 0.0002539583 -0.0003714388 x -0.0003714388 0.0007134345 $vcov[[9]] (Intercept) x (Intercept) 0.000236378 -0.0003467000 x -0.000346700 0.0006871777 $vcov[[10]] (Intercept) x (Intercept) 0.0002281523 -0.0003493466 x -0.0003493466 0.0007117159 $vcov[[11]] (Intercept) x (Intercept) 0.0001860037 -0.0002866660 x -0.0002866660 0.0005870313 $vcov[[12]] (Intercept) x (Intercept) 0.0001934365 -0.0003160700 x -0.0003160700 0.0006875627 $vcov[[13]] (Intercept) x (Intercept) 0.0002374079 -0.0003455608 x -0.0003455608 0.0006967372 $vcov[[14]] (Intercept) x (Intercept) 0.0001993149 -0.0003017607 x -0.0003017607 0.0006219343 $vcov[[15]] (Intercept) x (Intercept) 0.0002088154 -0.0003303078 x -0.0003303078 0.0007030159 $vcov[[16]] (Intercept) x (Intercept) 0.0001985756 -0.0003047744 x -0.0003047744 0.0006298834 $vcov[[17]] (Intercept) x (Intercept) 0.0001786153 -0.0002802310 x -0.0002802310 0.0006402416 $vcov[[18]] (Intercept) x (Intercept) 0.0001911901 -0.0002959856 x -0.0002959856 0.0006142449 $vcov[[19]] (Intercept) x (Intercept) 0.0002123219 -0.0003271442 x -0.0003271442 0.0006854389 $vcov[[20]] (Intercept) x (Intercept) 0.0001978822 -0.0003179431 x -0.0003179431 0.0006909555 $vcov[[21]] (Intercept) x (Intercept) 0.0002382875 -0.0003540322 x -0.0003540322 0.0007567870 $vcov[[22]] (Intercept) x (Intercept) 0.0002573581 -0.0003869010 x -0.0003869010 0.0007538442 $vcov[[23]] (Intercept) x (Intercept) 0.0001808243 -0.0002899308 x -0.0002899308 0.0006639026 $vcov[[24]] (Intercept) x (Intercept) 0.0002280476 -0.0003344769 x -0.0003344769 0.0006520818 $vcov[[25]] (Intercept) x (Intercept) 0.0001923447 -0.0003103562 x -0.0003103562 0.0006683000 $vcov[[26]] (Intercept) x (Intercept) 0.0002503819 -0.0003698259 x -0.0003698259 0.0007203578 $vcov[[27]] (Intercept) x (Intercept) 0.0002131530 -0.0003224128 x -0.0003224128 0.0006617047 $vcov[[28]] (Intercept) x (Intercept) 0.0001758063 -0.0002865502 x -0.0002865502 0.0006190637 $vcov[[29]] (Intercept) x (Intercept) 0.0002368937 -0.0003380764 x -0.0003380764 0.0006633968 $vcov[[30]] (Intercept) x (Intercept) 0.0002359442 -0.0003479580 x -0.0003479580 0.0007011781 $vcov[[31]] (Intercept) x (Intercept) 0.0002225926 -0.0003473768 x -0.0003473768 0.0007579507 $vcov[[32]] (Intercept) x (Intercept) 0.0002014779 -0.0003033437 x -0.0003033437 0.0005656145 $vcov[[33]] (Intercept) x (Intercept) 0.0002259112 -0.0003459837 x -0.0003459837 0.0006804181 $vcov[[34]] (Intercept) x (Intercept) 0.0002007661 -0.0003037831 x -0.0003037831 0.0006177833 $vcov[[35]] (Intercept) x (Intercept) 0.0002399043 -0.0003434288 x -0.0003434288 0.0006616459 $vcov[[36]] (Intercept) x (Intercept) 0.0002257102 -0.0003377113 x -0.0003377113 0.0006720374 $vcov[[37]] (Intercept) x (Intercept) 0.0002493569 -0.0003866623 x -0.0003866623 0.0007669480 $vcov[[38]] (Intercept) x (Intercept) 0.0002575960 -0.0003989763 x -0.0003989763 0.0007887240 $vcov[[39]] (Intercept) x (Intercept) 0.0002171891 -0.0003219332 x -0.0003219332 0.0006561724 $vcov[[40]] (Intercept) x (Intercept) 0.0002361582 -0.0003686105 x -0.0003686105 0.0007621286 $vcov[[41]] (Intercept) x (Intercept) 0.0002308098 -0.0003412070 x -0.0003412070 0.0007019272 $vcov[[42]] (Intercept) x (Intercept) 0.0002314122 -0.0003244172 x -0.0003244172 0.0005983842 $vcov[[43]] (Intercept) x (Intercept) 0.0002205026 -0.0003343660 x -0.0003343660 0.0007098778 $vcov[[44]] (Intercept) x (Intercept) 0.0002146571 -0.0003312574 x -0.0003312574 0.0006543200 $vcov[[45]] (Intercept) x (Intercept) 0.0002226960 -0.0003324958 x -0.0003324958 0.0006618336 $vcov[[46]] (Intercept) x (Intercept) 0.0002981846 -0.0004091152 x -0.0004091152 0.0006849014 $vcov[[47]] (Intercept) x (Intercept) 0.0002483760 -0.0003613474 x -0.0003613474 0.0006912999 $vcov[[48]] (Intercept) x (Intercept) 0.0002381058 -0.0003597257 x -0.0003597257 0.0006968654 $vcov[[49]] (Intercept) x (Intercept) 0.0002052974 -0.0003199494 x -0.0003199494 0.0006912629 $vcov[[50]] (Intercept) x (Intercept) 0.0002125383 -0.0003427123 x -0.0003427123 0.0007469749 $vcov[[51]] (Intercept) x (Intercept) 0.0001617536 -0.0002552243 x -0.0002552243 0.0005980651 $vcov[[52]] (Intercept) x (Intercept) 0.0002059365 -0.0002966340 x -0.0002966340 0.0006124327 $vcov[[53]] (Intercept) x (Intercept) 0.0002257743 -0.0003243365 x -0.0003243365 0.0006142709 $vcov[[54]] (Intercept) x (Intercept) 0.0001983986 -0.0003065649 x -0.0003065649 0.0006387635 $vcov[[55]] (Intercept) x (Intercept) 0.0002245108 -0.0003357579 x -0.0003357579 0.0006660109 $vcov[[56]] (Intercept) x (Intercept) 0.0002329098 -0.0003292142 x -0.0003292142 0.0006039095 $vcov[[57]] (Intercept) x (Intercept) 0.0002459754 -0.0003454338 x -0.0003454338 0.0006375625 $vcov[[58]] (Intercept) x (Intercept) 0.0002033512 -0.0003122884 x -0.0003122884 0.0006302340 $vcov[[59]] (Intercept) x (Intercept) 0.0002436110 -0.0003567121 x -0.0003567121 0.0007375679 $vcov[[60]] (Intercept) x (Intercept) 0.0002126954 -0.0003261601 x -0.0003261601 0.0006706732 $vcov[[61]] (Intercept) x (Intercept) 0.0002201584 -0.0003344318 x -0.0003344318 0.0006557701 $vcov[[62]] (Intercept) x (Intercept) 0.0002353309 -0.0003429726 x -0.0003429726 0.0006707653 $vcov[[63]] (Intercept) x (Intercept) 0.0003099999 -0.0004394909 x -0.0004394909 0.0007577738 $vcov[[64]] (Intercept) x (Intercept) 0.0002424217 -0.0003531893 x -0.0003531893 0.0006808625 $vcov[[65]] (Intercept) x (Intercept) 0.0002649939 -0.0003753590 x -0.0003753590 0.0006745251 $vcov[[66]] (Intercept) x (Intercept) 0.0002117032 -0.0003223112 x -0.0003223112 0.0006174587 $vcov[[67]] (Intercept) x (Intercept) 0.0002859667 -0.0004025747 x -0.0004025747 0.0007074014 $vcov[[68]] (Intercept) x (Intercept) 0.0001885618 -0.0003048759 x -0.0003048759 0.0006873029 $vcov[[69]] (Intercept) x (Intercept) 0.0002286301 -0.0003573321 x -0.0003573321 0.0007436468 $vcov[[70]] (Intercept) x (Intercept) 0.0002192830 -0.0003248851 x -0.0003248851 0.0006704198 $vcov[[71]] (Intercept) x (Intercept) 0.0002572365 -0.0003644810 x -0.0003644810 0.0006722963 $vcov[[72]] (Intercept) x (Intercept) 0.0002060473 -0.0003020002 x -0.0003020002 0.0006111266 $vcov[[73]] (Intercept) x (Intercept) 0.0002454201 -0.0003747027 x -0.0003747027 0.0007788887 $vcov[[74]] (Intercept) x (Intercept) 0.0001887984 -0.0002827344 x -0.0002827344 0.0005903475 $vcov[[75]] (Intercept) x (Intercept) 0.0002351497 -0.0003496724 x -0.0003496724 0.0006806999 $vcov[[76]] (Intercept) x (Intercept) 0.0002422317 -0.0003597231 x -0.0003597231 0.0007344001 $vcov[[77]] (Intercept) x (Intercept) 0.0002405540 -0.0003502157 x -0.0003502157 0.0006757874 $vcov[[78]] (Intercept) x (Intercept) 0.0001827395 -0.0002862686 x -0.0002862686 0.0006332658 $vcov[[79]] (Intercept) x (Intercept) 0.0002105760 -0.0003132416 x -0.0003132416 0.0006121368 $vcov[[80]] (Intercept) x (Intercept) 0.0002519315 -0.0003602858 x -0.0003602858 0.0006545508 $vcov[[81]] (Intercept) x (Intercept) 0.0001990903 -0.0002869886 x -0.0002869886 0.0005908917 $vcov[[82]] (Intercept) x (Intercept) 0.0002867552 -0.0004018213 x -0.0004018213 0.0006944530 $vcov[[83]] (Intercept) x (Intercept) 0.0002592180 -0.0003728457 x -0.0003728457 0.0006803025 $vcov[[84]] (Intercept) x (Intercept) 0.0002338355 -0.0003465234 x -0.0003465234 0.0006818156 $vcov[[85]] (Intercept) x (Intercept) 0.0002573630 -0.0003908159 x -0.0003908159 0.0007643443 $vcov[[86]] (Intercept) x (Intercept) 0.0002002175 -0.0003098824 x -0.0003098824 0.0006583925 $vcov[[87]] (Intercept) x (Intercept) 0.0002299773 -0.0003551953 x -0.0003551953 0.0007036858 $vcov[[88]] (Intercept) x (Intercept) 0.0002477108 -0.0003821360 x -0.0003821360 0.0007661519 $vcov[[89]] (Intercept) x (Intercept) 0.0002257071 -0.0003448587 x -0.0003448587 0.0007245721 $vcov[[90]] (Intercept) x (Intercept) 0.0002269427 -0.0003154283 x -0.0003154283 0.0005756842 $vcov[[91]] (Intercept) x (Intercept) 0.0001738461 -0.0002639630 x -0.0002639630 0.0005422297 $vcov[[92]] (Intercept) x (Intercept) 0.0002445909 -0.0003554919 x -0.0003554919 0.0006619345 $vcov[[93]] (Intercept) x (Intercept) 0.0001817574 -0.0002944620 x -0.0002944620 0.0006208995 $vcov[[94]] (Intercept) x (Intercept) 0.0002562979 -0.0003865247 x -0.0003865247 0.0007755101 $vcov[[95]] (Intercept) x (Intercept) 0.0002214488 -0.0003517722 x -0.0003517722 0.0007276381 $vcov[[96]] (Intercept) x (Intercept) 0.0002200205 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(Intercept) x (Intercept) 0.0002380754 -0.0003571419 x -0.0003571419 0.0006887302 $vcov[[463]] (Intercept) x (Intercept) 0.0002624198 -0.0003894131 x -0.0003894131 0.0007682959 $vcov[[464]] (Intercept) x (Intercept) 0.0002197255 -0.0003335626 x -0.0003335626 0.0006889783 $vcov[[465]] (Intercept) x (Intercept) 0.0002443082 -0.0003632190 x -0.0003632190 0.0007201162 $vcov[[466]] (Intercept) x (Intercept) 0.0002387058 -0.0003564625 x -0.0003564625 0.0006742334 $vcov[[467]] (Intercept) x (Intercept) 0.0002604429 -0.0003779215 x -0.0003779215 0.0007377255 $vcov[[468]] (Intercept) x (Intercept) 0.0002403186 -0.0003708556 x -0.0003708556 0.0007417527 $vcov[[469]] (Intercept) x (Intercept) 0.0002332533 -0.0003381550 x -0.0003381550 0.0006506476 $vcov[[470]] (Intercept) x (Intercept) 0.0002596600 -0.0004086151 x -0.0004086151 0.0008595212 $vcov[[471]] (Intercept) x (Intercept) 0.0002277268 -0.0003699862 x -0.0003699862 0.0008002428 $vcov[[472]] (I...
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