[R] lm() variance covariance matrix of coefficients.

From: Ritwik Sinha <ritwik.sinha_at_gmail.com>
Date: Sat 03 Jun 2006 - 07:17:01 EST


I am running a simple linear model with (say) 5 independent variables. Is there a simple way of getting the variance-covariance matrix of the coeffcient estimates? None of the values of the lm() seem to provide this.

Thanks in advance,

Ritwik Sinha
Grad Student
Case Western Reserve University

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