spaMM (version 2.6.1)

vcov: Extract covariance or correlation matrices from a fitted model object

Description

summary(<fit object>)$beta_table returns the table of fixed-effect coefficients as it is printed by summary, including standard errors and t-values. vcov returns the variance-covariance matrix of the fixed-effects coefficients. Corr returns a correlation matrix of random effects.

Usage

# S3 method for HLfit
vcov(object, ...)
Corr(object, ...)

Arguments

object

A object of class HLfit, as returned by the fitting functions in spaMM.

…

Other arguments that may be needed by some method.

Value

vcov returns a matrix. Corr returns a list, for the different random effect terms. For each random-effect term, the returned element is a non-trivial unconditional correlation matrix of the vector “v” of random effects (v as defined in see Details of HLfit) for this term, if there is any such matrix. Otherwise the returned element is a information message.

Examples

# NOT RUN {
data("wafers")
m1 <- HLfit(y ~X1+X2+(1|batch),
          resid.model = ~ 1 ,data=wafers,HLmethod="ML")
vcov(m1)
# }