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

[Achim Zeileis]

On Fri, 2 Jun 2006 18:24:57 -0300 (ADT) Rolf Turner wrote:

> summary(object)$cov.unscaled

As the name suggests: this is the unscaled covariance matrix!

Use the vcov() extractor method, i.e.,
  vcov(object)
which has methods not only for "lm" but also many other fitted model
objects.
Z