Returns the variance-covariance matrix of the main parameters of
a fitted model object. The “main” parameters of model
correspond to those returned by coef, and typically do
not contain a nuisance scale parameter (sigma).
# S3 method for smle
vcov(object, ...)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.
When some coefficients of the (linear) model are undetermined and
hence NA because of linearly dependent terms (or an
“over specified” model), also called
“aliased”, see alias, then since R version 3.5.0,
vcov() (iff complete = TRUE, i.e., by default for
lm etc, but not for aov) contains corresponding rows and
columns of NAs, wherever coef() has always
contained such NAs.