[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.
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