Returns the variance-covariance matrix of the main parameters of a fitted model object.
# S3 method for smle
vcov(object, ...)
a fitted model object, typically. Sometimes also a
summary()
object of such a fitted model.
additional arguments for method functions. For the
glm
method this can be used to pass a
dispersion
parameter.
A matrix of the estimated covariances between the parameter estimates
in the linear or non-linear predictor of the model. This should have
row and column names corresponding to the parameter names given by the
coef
method.