?vcov ### now in the stats package You would use
V <- vcov(my.glm) -----Original Message----- From: [email protected] [mailto:[email protected]] On Behalf Of Bojuan Zhao Sent: Thursday, 29 July 2010 9:52 AM To: [email protected] 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 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
