Re: [R] how to get the variance-covariance matrix/information of alpha and beta after fitting a GLMs?

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Thu 12 Oct 2006 - 14:14:28 GMT

On Thu, 12 Oct 2006, zhijie zhang wrote:

> Dear friends,
> After fitting a generalized linear models ,i hope to get the variance of
> alpha,variance of beta and their covariance, that is , the
> variance-covariance matrix/information of alpha and beta , suppose *B* is
> the object of GLMs, i use attributes(B) to look for the options ,but can't
> find it, anybody knows how to get it?

vcov(your.model)

         -thomas

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley@u.washington.edu	University of Washington, Seattle

______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Fri Oct 13 00:30:44 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Thu 12 Oct 2006 - 16:30:09 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.