Rolf Turner <[EMAIL PROTECTED]> writes: > 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.
Think (quasi-)binomial glm() and things become clearer. Unscaled corresponds to a scale factor of 1. > Also: > > (a) Shouldn't that be ``multiply by sigma^2'' rather > than by sigma? Yup > (b) Wouldn't it be helpful to have a pointer (``see also'') > to vcov() in the help on summary.lm()? Well, it *is* in ?lm ... -- O__ ---- Peter Dalgaard Øster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
