[R] Variance-covariance matrix from GLM

Hello, Is there a way to obtain the variance-covariance matrix of the estimated parameters from GLM? my.glm-glm(mat ~X,family = binomial, data =myDATA) out1-predict(my.glm,se.fit = TRUE) std-out1$se.fit se.fit is for getting the standard errors of the estimated parameters (\betas). Is there

Re: [R] Variance-covariance matrix from GLM

: Wednesday, July 28, 2010, 8:01 PM ?vcov  ### now in the stats package You would use V - vcov(my.glm) -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Bojuan Zhao Sent: Thursday, 29 July 2010 9:52 AM To: r-help@r

[R] glm output format

Hello,   I am running a loop to compare some residual deviances obtained from glm, with codes:   OUT-NULL for (i in 1:10){  myglm-glm(mat ~X1+X2+X3,family = binomial, data =myDATA) OUT-c(OUT,myglm$deviance) }   ...   In the loop, X1, X2, and X3 chage with i. If X1, X2 and X3 are