[R] lm() variance covariance matrix of coefficients.

Peter Dalgaard p.dalgaard at biostat.ku.dk
Fri Jun 2 23:33:52 CEST 2006


Rolf Turner <rolf at erdos.math.unb.ca> writes:

> summary(object)$cov.unscaled

You need to multiply that with sigma. However, vcov(object) is easier. 

-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
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