Description
Returns the variance-covariance matrix of the main parameters of
a fitted model object.Arguments
object
a fitted model object, typically. Sometimes also a
summary()
object of such a fitted model.
…
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. This should have
row and column names corresponding to the parameter names given by the
coef
method.Details
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
,
summary.lm
, summary.glm
,
negbin
, polr
, rlm
(in package https://CRAN.R-project.org/package=MASS),
multinom
(in package https://CRAN.R-project.org/package=nnet)
gls
, lme
(in package https://CRAN.R-project.org/package=nlme),
coxph
and survreg
(in package https://CRAN.R-project.org/package=survival). (vcov()
methods for summary objects allow more
efficient and still encapsulated access when both
summary(mod)
and vcov(mod)
are needed.)