Re: [R] returned values of glim() in S PLus and glm() in R

About this list Date view Thread view Subject view Author view Attachment view

From: Thomas Lumley (tlumley@u.washington.edu)
Date: Wed 16 Jan 2002 - 08:43:01 EST 

Message-id: <Pine.A41.4.43.0201151339450.49450-100000@homer34.u.washington.edu>

On Tue, 15 Jan 2002 Liu.Chunhua@epamail.epa.gov wrote:

> Dear Experts,
>
> In glim() of S Plus, one of the returned values is "var", the estimated
> variance matrix of coefficients. However, in glm() of R (there is no
> glim() in R), "var" is not one of the returned values. Anyone know what
> could I get the varience matrix of coefficients in glm() in R?
>

The variance matrix can be obtained from the summary object
    summary(a.glm)$cov.scaled
or without scaling by the dispersion
    summary(a.glm)$cov.unscaled

If you just want the standard errors they are
    summary(a.glm)$coefficients[,2]

BTW: There's no glim() in Splus any more, either (it's in the 'Defunct'
library).

        -thomas

-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request@stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

About this list Date view Thread view Subject view Author view Attachment view

This archive was generated by hypermail 2.1.3 : Thu 17 Jan 2002 - 11:10:11 EST