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

[Berton Gunter]

or more simply and better,

vcov(lm.object)

?vcov

Note R's philosophy:use available extractors to get the key features of the
objects, rather then indexing. This is safer, as it does not depend on the
particular structure/implementation, which can change. This is the
difference between "private" and "public" views of an object in oo lingo.

-- Bert Gunter
Genentech Non-Clinical Statistics
South San Francisco, CA
 
"The business of the statistician is to catalyze the scientific learning
process."  - George E. P. Box
 
 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Rolf Turner
> Sent: Friday, June 02, 2006 2:25 PM
> To: r-help at stat.math.ethz.ch; ritwik.sinha at gmail.com
> Subject: Re: [R] lm() variance covariance matrix of coefficients.
> 
> 
> summary(object)$cov.unscaled
> 
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