[R] var:covariance matrix from glm using logit function

Christopher Dennis cpdennis1 at hotmail.com
Thu Feb 24 15:44:42 CET 2011


  I want to predict a set of proportions from a linear regression using glm.
The model includes a logit link. However I want to extract the 
variance:covariance matrix among the predicted proportions rather than 
on the logit scale.
Is there a way to do this using Vcov or a similar package in R?
Thanks
Chris



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