[R] lm() variance covariance matrix of coefficients.

Achim Zeileis Achim.Zeileis at wu-wien.ac.at
Fri Jun 2 23:34:08 CEST 2006

On Fri, 2 Jun 2006 18:24:57 -0300 (ADT) Rolf Turner wrote:

> summary(object)$cov.unscaled

As the name suggests: this is the unscaled covariance matrix!

Use the vcov() extractor method, i.e.,
which has methods not only for "lm" but also many other fitted model

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