[R] Calculation of VCV matrix of estimated coefficient

[Daniel Lobo]

Hi,

I am trying to replicate the R's result for VCV matrix of estimated
coefficients from linear model as below

data(mtcars)
model <- lm(mpg~disp+hp, data=mtcars)
model_summ <-summary(model)
MSE = mean(model_summ$residuals^2)
vcov(model)

Now I want to calculate the same thing manually,

library(dplyr)
X = as.matrix(mtcars[, c('disp', 'hp')] %>% mutate(Intercept = 1));
solve(t(X) %*% X) * MSE

Unfortunately they do not match.

Could you please help where I made mistake, if any.

Thanks