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MASSExtra (version 1.2.2)

vcovx: Extended variance matrix

Description

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.)

Usage

vcovx(object, ...)

# S3 method for default vcovx(object, ...)

# S3 method for negbin vcovx(object, ...)

Value

An extended variance matrix including parameters addition to the regression coefficients

Arguments

object

A fitted mdel objeds

...

currently ignored

Examples

Run this code
fm <- glm.nb(Days ~ Sex/(Age + Eth*Lrn), quine)
Sigma <- vcovx(fm)

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