Hello Achim Zeileis,
gt; We are trying to find out how to get the variance-covariance matrix of the
gt; 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,
We are trying to find out how to get the variance-covariance matrix of the
MLEs out of the glm function. Can anyone help?
Thanks,
Daniel Jeske
Department of Statistics
University of California
Riverside, CA
[[alternative HTML version deleted]]
On Fri, 4 Aug 2006, Daniel Jeske wrote:
We are trying to find out how to get the variance-covariance matrix of the
MLEs out of the glm function. Can anyone help?
It can be extracted with the corresponding vcov() method.
Best,
Z
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