| vcov {stats} | 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
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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, mlm, glm, nls,
negbin, polr, rlm (in package MASS),
multinom (in package nnet)
gls, lme (in package nlme,
coxph and survreg (in package survival).
Value
A matrix of the estimated covariances between the parameter estimates in the linear or non-linear predictor of the model.