| vcov {stats} | R Documentation |
Returns the variance-covariance matrix of the main parameters of a fitted model object.
vcov(object, ...)
object |
a fitted model object. |
... |
additional arguments for method functions. For the
glm method this can be used to pass a
dispersion parameter.
|
This is a generic function.
Functions with names beginning in vcov. will be
methods for this function.
Classes with methods for this function include:
lm, mlm, glm, nls, lme,
gls, coxph
and survreg (the last two in package survival).
A matrix of the estimated covariances between the parameter estimates in the linear or non-linear predictor of the model.