Thanks Everybody,

I found it moments after I posted the question.

Ritwik.

On 03 Jun 2006 01:34:48 +0200, Peter Dalgaard <p.dalgaard@biostat.ku.dk>
wrote:
>
> Rolf Turner <rolf@erdos.math.unb.ca> writes:
>
> > Peter Dalgaard wrote:
> >
> > > Rolf Turner <rolf@erdos.math.unb.ca> writes:
> > >
> > > > summary(object)$cov.unscaled
> > >
> > > You need to multiply that with sigma. However, vcov(object) is easier.
> >
> >       Well, I thought unscaled meant unscaled --- the plain
> >       unvarnished covariance matrix!  I figure that multiplying
> >       the *covariance* matrix by something would be scaling
> >       it.  Silly me.
>
> Think (quasi-)binomial glm() and things become clearer. Unscaled
> corresponds to a scale factor of 1.
>
> >       Also:
> >
> >       (a) Shouldn't that be ``multiply by sigma^2'' rather
> >       than by sigma?
>
> Yup
>
> >       (b) Wouldn't it be helpful to have a pointer (``see also'')
> >       to vcov() in the help on summary.lm()?
>
> Well, it *is* in ?lm ...
>
> --
>    O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
>   c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
> (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45)
> 35327918
> ~~~~~~~~~~ - (p.dalgaard@biostat.ku.dk)                  FAX: (+45)
> 35327907
>

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