
An extension to the vcov
function mainly to
cover the additional parameter involved in negative binomial models.
(Currently the same as vcov
apart from negative binomial models.)
vcovx(object, ...)# S3 method for default
vcovx(object, ...)
# S3 method for negbin
vcovx(object, ...)
An extended variance matrix including parameters addition to the regression coefficients
A fitted mdel objeds
currently ignored
fm <- glm.nb(Days ~ Sex/(Age + Eth*Lrn), quine)
Sigma <- vcovx(fm)
Run the code above in your browser using DataLab