[R] regression parms var-cov matrix

Paul, David A paulda at BATTELLE.ORG
Thu Apr 24 00:51:39 CEST 2003


Win2k, R1.6.2.

I've been using Splus 6.1 and wanted to try the same 
regression analysis in R.  Using "names( blah.lm )" 
in R yields

 [1] "coefficients"  "residuals"     "effects"     "rank"          
 [5] "fitted.values" "assign"        "qr"          "df.residual"   
 [9] "xlevels"       "call"          "terms"       "model"

In Splus, the same command yields

 [1] "coefficients"  "residuals"     "fitted.values" "effects"      
 [5] "R"             "rank"          "assign"        "df.residual"  
 [9] "contrasts"     "terms"         "call"

and blah.lm$R gives the variance-covariance matrix of the 
model parameters.  How do get the variance-covariance matrix out 
of R?  Apologies for such a simple question.

Much thanks in advance,
   david paul



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