[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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