Calculate Variance-Covariance Matrix for a Fitted Model Object

DESCRIPTION:

Returns the variance-covariance matrix.

This function is an S Version 3 generic (see Methods); method functions can be written to handle specific S Version 3 classes of data. Classes which already have methods for this function include:
lm , glm, nls , lme, gls , coxph and survReg

USAGE:

vcov(object, ...)

REQUIRED ARGUMENTS:

object
a fitted model object.

OPTIONAL ARGUMENTS:

...
additional arguments for method functions. For the glm method this can be used to pass a dispersion parameter.

VALUE:

a matrix of the estimated covariances between the parameter estimates in the linear or non-linear predictor of the model.

SEE ALSO: