[R] Inverse X'WX matrix from weighted linear regression

[Dimitris Rizopoulos]

I think you need

summary(lm.obj)$cov.unscaled

I hope it helps.

Best,
Dimitris

----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://www.med.kuleuven.be/biostat/
     http://www.student.kuleuven.be/~m0390867/dimitris.htm


----- Original Message ----- 
From: "Garbade, Sven" <Sven.Garbade at med.uni-heidelberg.de>
To: <r-help at stat.math.ethz.ch>
Sent: Wednesday, May 03, 2006 5:01 PM
Subject: [R] Inverse X'WX matrix from weighted linear regression


> Dear list,
> how can I compute the inverse of the X'WX matrix ("inverse of the 
> weighted sum of squares and crossproducts matrix") from an object of 
> class "lm" from a weigthed linear regression?
>
> Thanks, Sven
>
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