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

`vcov(object, …)`

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.

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 MASS),
`multinom`

(in package nnet)
`gls`

, `lme`

(in package nlme),
`coxph`

and `survreg`

(in package survival).

(`vcov()`

methods for summary objects allow more
efficient and still encapsulated access when both
`summary(mod)`

and `vcov(mod)`

are needed.)