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.