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lmSubsets (version 0.5-2)

vcov.lmSubsets: Extract the variance-covariance matrix from a subset regression

Description

Return the variance-covariance matrix for the specified submodel.

Usage

# S3 method for lmSubsets
vcov(object, size, best = 1, ...)

# S3 method for lmSelect vcov(object, best = 1, ...)

Arguments

object

"lmSubsets", "lmSelect"---a subset regression

size

integer---the submodel size

best

integer---the submodel position

...

ignored

Value

double[,]---the variance-covariance matrix

See Also