[R] Variance-Covariance matrix from glm()
We are trying to find out how to get the variance-covariance matrix of the MLEs out of the glm function. Can anyone help? Thanks, Daniel Jeske Department of Statistics University of California Riverside, CA [[alternative HTML version deleted]] __ 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 and provide commented, minimal, self-contained, reproducible code.
Re: [R] Variance-Covariance matrix from glm()
On Fri, 4 Aug 2006, Daniel Jeske wrote: > We are trying to find out how to get the variance-covariance matrix of the > MLEs out of the glm function. Can anyone help? It can be extracted with the corresponding vcov() method. Best, Z __ 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 and provide commented, minimal, self-contained, reproducible code.
Re: [R] Variance-Covariance matrix from glm()
Hello Achim Zeileis, > We are trying to find out how to get the variance-covariance matrix of the > MLEs out of the glm function. Can anyone help? Please try this : Suppose you have summary(glm(A ~ B,data=abc, family=Gamma)) then use summary(glm(A ~ B,data=abc, family=Gamma))$cov.unscaled I hope this will help. Cheers, Gaurav [[alternative HTML version deleted]] __ 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 and provide commented, minimal, self-contained, reproducible code.
