vcov {MASS}R Documentation

Calculate Variance-Covariance Matrix for a Fitted Model Object

Description

Returns the variance-covariance matrix. 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.

Usage

vcov(x, ...)

Arguments

x a fitted model object.
... additional arguments for method functions.

Value

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