vcov {stats}  R Documentation 
Returns the variancecovariance matrix of the main parameters of a fitted model object.
vcov(object, ...)
object 
a fitted model object, typically. Sometimes also a

... 
additional arguments for method functions. For the

This is a generic function.
Functions with names beginning in vcov.
will be
methods for this function.
Classes with methods for this function include:
lm
, mlm
, glm
, nls
,
summary.lm
, summary.glm
,
negbin
, polr
, rlm
(in package MASS),
multinom
(in package nnet)
gls
, lme
(in package nlme),
coxph
and survreg
(in package survival).
(vcov()
methods for summary objects allow more
efficient and still encapsulated access when both
summary(mod)
and vcov(mod)
are needed.)
A matrix of the estimated covariances between the parameter estimates
in the linear or nonlinear predictor of the model. This should have
row and column names corresponding to the parameter names given by the
coef
method.