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

From: Peter Dalgaard <p.dalgaard_at_biostat.ku.dk>
Date: Sat 03 Jun 2006 - 07:33:52 EST

Rolf Turner <rolf@erdos.math.unb.ca> writes:

> summary(object)$cov.unscaled

You need to multiply that with sigma. However, vcov(object) is easier.

-- 
   O__  ---- Peter Dalgaard             ุster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)                  FAX: (+45) 35327907

______________________________________________
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
Received on Sat Jun 03 07:40:37 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 Sat 03 Jun 2006 - 08:10:43 EST.

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