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
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?