| vcov {stats} | R Documentation |
Returns the variance-covariance matrix of the main parameters of a fitted model object.
vcov(object, ...)
object |
a fitted model object, typically. Sometimes also a
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... |
additional arguments for method functions. For the
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This is a generic function.
Functions with names beginning in vcov. will be
methods for this function.
Classes with methods for this function include:
lm, mlm, glm, nls,
summary.lm, summary.glm,
negbin, polr, rlm (in package MASS),
multinom (in package nnet)
gls, lme (in package nlme),
coxph and survreg (in package survival).
(vcov() methods for summary objects allow more
efficient and still encapsulated access when both
summary(mod) and vcov(mod) are needed.)
A matrix of the estimated covariances between the parameter estimates in the linear or non-linear predictor of the model.