[R] Poisson regression: computation of linear combination of coefficients. Should one use the scaled var-cov matrix?

[John Sorkin]

windows XP
R 2.10

When computing the variance of a linear combination of the coefficients from a Poisson regression (i.e. glm with log link and offset) should one use the scaled or unscaled covariance matrix? For a simple linear regression (i.e. lm), I believe we use the unscaled matrix; for Poisson regression I believe we use the scaled matrix.  

Questions: (1) Am I correct about the use of the scaled matrix for the Poisson regression?
               (2) What is the difference between the scaled and unscaled matrices?

Thanks,
John



John David Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
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