[R] correlation predictors problem

[Robert Espesser -- CNRS]

R colleagues,

I want 
to get the correlation between the coefficients of a regression.
Everything seems OK, but when there are more than 3 regressors, the 
correlation matrix is completely wrong, as follows:

> x.glm <- glm( bascule  ~durP+  durI +durC+moyHzPB +moyHzIN, x,family=binomial)
> summary(x.glm,correlation=T)
 
Call:
glm(formula = bascule ~ durP + durI + durC + moyHzPB + moyHzIN,
    family = binomial, data = x)
 .......
........
(Dispersion parameter for binomial family taken to be 1)
 
    Null deviance: 365.00  on 266  degrees of freedom
Residual deviance: 305.72  on 261  degrees of freedom
AIC: 317.72
 
Number of Fisher Scoring iterations: 3
 
Correlation of Coefficients:
        ( dP dI dC mHP
durP      1
durI         1
durC            1
moyHzPB .          1
moyHzIN ,
attr(,"legend")
[1] 0 ` ' 0.3 `.' 0.6 `,' 0.8 `+' 0.9 `*' 0.95 `B' 1 


I used binaries  rpm from  CRAN .
The same error is obtained with R1.2  on RH6.2 
and R.1.3.1-1 on RH7.0 (with the updated glibc2.2).
A similar  error is obtained with lm.

Thank you
-- 
Robert Espesser     
Laboratoire Parole et Langage  ESA 6057, CNRS
29 Av. Robert Schuman  13621 AIX    (FRANCE)
Tel: +33 (0)4 42 95 36 26   Fax: +33 (0)4 42 59 50 96
http://www.lpl.univ-aix.fr/~espesser
mailto:Robert.Espesser at lpl.univ-aix.fr
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._