[R] Variance-covariance matrix from GLM
Bill.Venables at csiro.au
Bill.Venables at csiro.au
Thu Jul 29 02:01:11 CEST 2010
?vcov ### now in the stats package
You would use
V <- vcov(my.glm)
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Bojuan Zhao
Sent: Thursday, 29 July 2010 9:52 AM
To: r-help at r-project.org
Subject: [R] Variance-covariance matrix from GLM
Hello,
Is there a way to obtain the variance-covariance matrix of the estimated parameters from GLM?
my.glm<-glm(mat ~X,family = binomial, data =myDATA)
out1<-predict(my.glm,se.fit = TRUE)
std<-out1$se.fit
se.fit is for getting the standard errors of the estimated parameters (\betas). Is there a way to get the variance-covariance matrix of the estimated parameters?
Many thanks,
Barbara
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