[R] Variance-covariance matrix from GLM

[Bojuan Zhao]

Fantastic! it's solved! Thank you very much Bill! 
Barbara 

--- On Wed, 7/28/10, Bill.Venables at csiro.au <Bill.Venables at csiro.au> wrote:

> From: Bill.Venables at csiro.au <Bill.Venables at csiro.au>
> Subject: RE: [R] Variance-covariance matrix from GLM
> To: bojuanzhao at yahoo.com, r-help at r-project.org
> Date: Wednesday, July 28, 2010, 8:01 PM
> ?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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