Thanks Everybody,
I found it moments after I posted the question.
Ritwik.
On 03 Jun 2006 01:34:48 +0200, Peter Dalgaard <[EMAIL PROTECTED]>
wrote:
>
> 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
>
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