Here is another one. Thanks all again for the help!


---------- Forwarded message ----------
From: Xiaogang Su <xiaogangsu@gmail.com>
Date: Wed, Feb 26, 2014 at 9:38 AM
Subject: Re: [R] Fitting glm with maxit=0?
To: Thomas Lumley <tlumley@uw.edu>


Thanks much Prof. Lumley for the tip. That'll be great. Yeah, occasionally
the (minus) Hessian matrix may not be even invertible. I will certainly
check by first computing it with the standard formula and comparing.

=============================
Xiaogang Su, Ph.D.
Associate Professor
Department of Mathematical Sciences
University of Texas at El Paso
500 W. University Ave.
El Paso, Texas 79968-0514
xsu@utep.edu
xiaogangsu@gmail.com
https://sites.google.com/site/xgsu00/


On Wed, Feb 26, 2014 at 9:22 AM, Thomas Lumley <tlumley@uw.edu> wrote:

> On Wed, Feb 26, 2014 at 2:24 AM, Xiaogang Su <xiaogangsu@gmail.com> wrote:
>
>> Dear All,
>>
>> Does anyone know if there is any way to obtain the variance-covariance
>> matrix for any arbitrarily given estimates with the glm() function?
>>
>
> Use maxit=1.  The variance-covariance matrix is computed from the old
> values, not the new values.
>
>  You do need to check that the variance-covariance estimate is what you
> want, since it's not designed for this use. Canonical link models with no
> dispersion parameter should be ok, though.
>
>    -thomas
>
>
> --
> Thomas Lumley
> Professor of Biostatistics
> University of Auckland
>

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