[R] covariance matrix of the regression coefficients
p.dalgaard at biostat.ku.dk
Mon Oct 29 19:20:47 CET 2007
Peter B. Mandeville wrote:
> Cohen, Cohen, West, and Aiken 2003 (Applied Multiple Regression-Correlation
> Analysis for the Behavioral Sciences, Third Edition) on page 273 state the
> covariance matrix of the regression coefficients is provided by standard
> programs for multiple regression, including SAS, SPSS, and SYSTAT. How can
> it be calculated with R. Thank you very much.
points you at vcov() soon enough....
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