[R] returned values of glim() in S PLus and glm() in R

[Prof Brian Ripley]

On Tue, 15 Jan 2002 Liu.Chunhua at epamail.epa.gov wrote:

> Dear Experts,
>
> In glim() of S Plus, one of the returned values is "var", the estimated
> variance matrix of coefficients. However, in glm() of R (there is no
> glim() in R), "var" is not one of the returned values. Anyone know what
> could I get the varience matrix of coefficients in glm() in R?

See vcov in packages MASS


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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