| vcov {base} | R Documentation |
Calculate Variance-Covariance Matrix for a Fitted Model Object
Description
Returns the variance-covariance matrix of the main parameters of a fitted model object.
Usage
vcov(object, ...)
Arguments
object |
a fitted model object. |
... |
additional arguments for method functions. For the |
Details
This is a generic function.
Functions with names beginning in vcov. will be
methods for this function.
Classes with methods for this function include:
lm, glm, nls, lme, gls, coxph
and survreg
Value
A matrix of the estimated covariances between the parameter estimates in the linear or non-linear predictor of the model.