Returns the variance-covariance matrix of the main parameters of a fitted model object.
vcov(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.
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.
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 MASS),
multinom (in package nnet)
gls, lme (in package nlme),
coxph and survreg (in package survival).
(vcov() methods for summary objects allow more
efficient and still encapsulated access when both
summary(mod) and vcov(mod) are needed.)