Hello Achim Zeileis,
> We are trying to find out how to get the variance-covariance matrix of the
> MLEs out of the glm function. Can anyone help?
Please try this :
Suppose you have
summary(glm(A ~ B,data=abc, family=Gamma))
then use
summary(glm(A ~ B,data=abc, family=Gamma))$cov.unscaled
I hope this will help.
Cheers,
Gaurav
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