[R] vcov for lm.gls
idbg
idbg at env.dtu.dk
Mon Dec 12 10:35:43 CET 2011
Dear all,
I'm using the function lm.gls but I'm puzzled by the very limited output. I
do get the regression coefficients but not their standard errors. Neither
summary(), anova() or vcov() works properly for a lm.gls object.
Preferably I look for a function like vcov that will give me the
variance-covariance matrix for the estimated coefficients, but just the
standard errors will do.
I'm aware of the gls(nlme), but I use a correlation and weight structure
that is not easily implemented in this function.
Thank you in advance
Ida
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