Peter Dalgaard wrote:
> Rolf Turner <[EMAIL PROTECTED]> writes:
>
> > summary(object)$cov.unscaled
>
> You need to multiply that with sigma. However, vcov(object) is easier.
Well, I thought unscaled meant unscaled --- the plain
unvarnished covariance matrix! I figure that multiplying
the *covariance* matrix by something would be scaling
it. Silly me.
Also:
(a) Shouldn't that be ``multiply by sigma^2'' rather
than by sigma?
(b) Wouldn't it be helpful to have a pointer (``see also'')
to vcov() in the help on summary.lm()?
cheers,
Rolf Turner
[EMAIL PROTECTED]
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