vcov                  package:stats                  R Documentation

_C_a_l_c_u_l_a_t_e _V_a_r_i_a_n_c_e-_C_o_v_a_r_i_a_n_c_e _M_a_t_r_i_x _f_o_r _a _F_i_t_t_e_d _M_o_d_e_l _O_b_j_e_c_t

_D_e_s_c_r_i_p_t_i_o_n:

     Returns the variance-covariance matrix of the main parameters of a
     fitted model object.

_U_s_a_g_e:

     vcov(object, ...)

_A_r_g_u_m_e_n_t_s:

  object: a fitted model object. 

     ...: additional arguments for method functions.  For the 'glm'
          method this can be used to pass a 'dispersion' parameter. 

_D_e_t_a_i_l_s:

     This is a generic function. Functions with names beginning in
     'vcov.' will be methods for this function. Classes with methods
     for this function include: 'lm', 'glm', 'nls', 'lme', 'gls',
     'coxph' and 'survreg'

_V_a_l_u_e:

     A matrix of the estimated covariances between the parameter
     estimates in the linear or non-linear predictor of the model.

