[R] regression parms var-cov matrix

John Fox jfox at mcmaster.ca
Thu Apr 24 01:31:57 CEST 2003

Dear David,

vcov(blah.lm) will do the trick.


At 06:51 PM 4/23/2003 -0400, Paul, David  A wrote:
>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
>R-help at stat.math.ethz.ch mailing list

John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox

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