Re: [R] Variance-Covariance matrix from glm()

From: gynmeerut <gynmeerut_at_indiatimes.com>
Date: Tue 08 Aug 2006 - 00:19:34 EST


Hello Achim Zeileis,
&gt; We are trying to find out how to get the variance-covariance matrix of the
&gt; MLEs out of the glm function. Can anyone help?

Please try this :

Suppose you have

summary(glm(A ~ B,data=abc, family=Gamma))

then use

summary(glm(A ~ B,data=abc, family=Gamma))$cov.unscaled

I hope this will help.

Cheers,

Gaurav  

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