[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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