[R] cov.unscaled in gls object

2007-08-14 Thread Sven Garbade
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

Re: [R] cov.unscaled in gls object

2007-08-14 Thread Prof Brian Ripley
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?