I think you need summary(lm.obj)$cov.unscaled
I hope it helps. Best, Dimitris ---- Dimitris Rizopoulos Ph.D. Student Biostatistical Centre School of Public Health Catholic University of Leuven Address: Kapucijnenvoer 35, Leuven, Belgium Tel: +32/(0)16/336899 Fax: +32/(0)16/337015 Web: http://www.med.kuleuven.be/biostat/ http://www.student.kuleuven.be/~m0390867/dimitris.htm ----- Original Message ----- From: "Garbade, Sven" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Wednesday, May 03, 2006 5:01 PM Subject: [R] Inverse X'WX matrix from weighted linear regression > Dear list, > how can I compute the inverse of the X'WX matrix ("inverse of the > weighted sum of squares and crossproducts matrix") from an object of > class "lm" from a weigthed linear regression? > > Thanks, Sven > > ______________________________________________ > [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 > Disclaimer: http://www.kuleuven.be/cwis/email_disclaimer.htm ______________________________________________ [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
