R-beta: standard-errors-glm

Helgi Tomasson helgito at hag.hi.is
Sat Apr 4 15:01:17 CEST 1998


I have a small problem.  I am running glm() in R-0.61.0 on Redhat 4.2.
I want to get the standard errors from the output.  If I do

out <- glm(....)
summary(out)

I get the coefficients printed as well as their correlation matrix.  If I do 

out$coefficients  I get the coefficients
out$fitted        gives me the fitted values

I can then assign the fitted values or the value of the estimated coefficients
to a variable.  How do I get the covariance matrix of the estimates?

I have tried out$R but that gives me a matrix with numbers I don't understand.

Sorry to bug you with such a simple problem.

Helgi Tomasson

-- 
Helgi Tomasson                                       FAX:  354-552-6806
University of Iceland                                PHONE:354-525-4571
Faculty of Economics and Business Administration     email:helgito at hag.hi.is 
Oddi v/ Sturlugotu        
IS-101 Reykjavik
ICELAND
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