This is what the vcov() generic is for. You are asking for internal
details from a different class ("summary.lm").
On Tue, 14 Aug 2007, Sven Garbade wrote:
> Hi list,
>
> can I extract the cov.unscaled ("the unscaled covariance matrix") from a
> gls fit (package nlme), like with summary.lm? Background: In a fixed
> effect meta analysis regression the standard errors of the coefficients
> can be computed as sqrt(diag(cov.unscaled)) where cov.unscaled is
> (X'WX). I try do do this with a gls-fit.
I don't think so: the 'unscaled' is a clue. The vcov method is
> stats:::vcov.lm
function (object, ...)
{
so <- summary.lm(object, corr = FALSE)
so$sigma^2 * so$cov.unscaled
}
--
Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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