[R] cov.unscaled in gls object
Sven Garbade
Sven.Garbade at med.uni-heidelberg.de
Tue Aug 14 09:21:55 CEST 2007
Hi list,
can I extract the cov.unscaled ("the unscaled covariance matrix") from a
gls fit (package nlme), like with summary.lm? Background: In a fixed
effect meta analysis regression the standard errors of the coefficients
can be computed as sqrt(diag(cov.unscaled)) where cov.unscaled is
(X'WX). I try do do this with a gls-fit.
Thanks, Sven
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