Dear Peter, See ?vcov. You could have discovered this via help.search("covariance").
I hope this helps, John On Mon, 29 Oct 2007 11:30:11 -0600 "Peter B. Mandeville" <[EMAIL PROTECTED]> wrote: > Greetings, > > > > Cohen, Cohen, West, and Aiken 2003 (Applied Multiple > Regression-Correlation > Analysis for the Behavioral Sciences, Third Edition) on page 273 > state the > covariance matrix of the regression coefficients is provided by > standard > programs for multiple regression, including SAS, SPSS, and SYSTAT. > How can > it be calculated with R. Thank you very much. > > > > pbm > > > > Peter B. Mandeville > > cel: 444 860 3204 > > tel: 52 444 826 2346-49 ext 532 > > fax: 52 444 826 2350 > > > > P.D. Favor de confirmar la llegada de este correo. Gracias. > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -------------------------------- John Fox, Professor Department of Sociology McMaster University Hamilton, Ontario, Canada http://socserv.mcmaster.ca/jfox/ ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.