vcov

0th

Percentile

Calculate Variance-Covariance Matrix for a Fitted Model Object

Returns the variance-covariance matrix of the main parameters of a fitted model object.

Keywords
models, nonlinear
Usage
vcov(object, ...)
Arguments
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.
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, summary.lm, summary.glm, negbin, polr, rlm (in package \href{https://CRAN.R-project.org/package=#1}{\pkg{#1}}MASSMASS), multinom (in package \href{https://CRAN.R-project.org/package=#1}{\pkg{#1}}nnetnnet) gls, lme (in package \href{https://CRAN.R-project.org/package=#1}{\pkg{#1}}nlmenlme), coxph and survreg (in package \href{https://CRAN.R-project.org/package=#1}{\pkg{#1}}survivalsurvival).

(vcov() methods for summary objects allow more efficient and still encapsulated access when both summary(mod) and vcov(mod) are needed.)

Value

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.

Aliases
  • vcov
  • vcov.lm
  • vcov.glm
  • vcov.summary.lm
  • vcov.summary.glm
  • vcov.lme
  • vcov.gls
Documentation reproduced from package stats, version 3.2.1, License: Part of R 3.2.1

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