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 glm method this can be used to pass a dispersion parameter.

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.

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