Fantastic! it's solved! Thank you very much Bill! Barbara --- On Wed, 7/28/10, [email protected] <[email protected]> wrote:
> From: [email protected] <[email protected]> > Subject: RE: [R] Variance-covariance matrix from GLM > To: [email protected], [email protected] > Date: Wednesday, July 28, 2010, 8:01 PM > ?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.
