[R] returned values of glim() in S PLus and glm() in R

[Thomas Lumley]

On Tue, 15 Jan 2002 Liu.Chunhua at epamail.epa.gov wrote:

> Dear Experts,
>
> In glim() of S Plus, one of the returned values is "var", the estimated
> variance matrix of coefficients. However, in glm() of R (there is no
> glim() in R), "var" is not one of the returned values. Anyone know what
> could I get the varience matrix of coefficients in glm() in R?
>

The  variance matrix can be obtained from the summary object
    summary(a.glm)$cov.scaled
or without scaling by the dispersion
    summary(a.glm)$cov.unscaled

If you just want the standard errors they are
    summary(a.glm)$coefficients[,2]


BTW: There's no glim() in Splus any more, either (it's in the 'Defunct'
library).

	-thomas

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