Liu.Chunhua@epamail.epa.gov
2002-Jan-15 21:22 UTC
[R] returned values of glim() in S PLus and glm() in R
Dear Experts, In glim() of S Plus, one of the returned values is "var", the estimated variance matrix of coefficients. However, in glm() of R (there is no glim() in R), "var" is not one of the returned values. Anyone know what could I get the varience matrix of coefficients in glm() in R? As a novice in R and S+, I'd appreciate your help Sincerely, Charlie Liu -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Prof Brian Ripley
2002-Jan-15 21:41 UTC
[R] returned values of glim() in S PLus and glm() in R
On Tue, 15 Jan 2002 Liu.Chunhua at epamail.epa.gov wrote:> Dear Experts, > > In glim() of S Plus, one of the returned values is "var", the estimated > variance matrix of coefficients. However, in glm() of R (there is no > glim() in R), "var" is not one of the returned values. Anyone know what > could I get the varience matrix of coefficients in glm() in R?See vcov in packages MASS -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, stats.ox.ac.uk/~ripley University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Thomas Lumley
2002-Jan-15 21:43 UTC
[R] returned values of glim() in S PLus and glm() in R
On Tue, 15 Jan 2002 Liu.Chunhua at epamail.epa.gov wrote:> Dear Experts, > > In glim() of S Plus, one of the returned values is "var", the estimated > variance matrix of coefficients. However, in glm() of R (there is no > glim() in R), "var" is not one of the returned values. Anyone know what > could I get the varience matrix of coefficients in glm() in R? >The variance matrix can be obtained from the summary object summary(a.glm)$cov.scaled or without scaling by the dispersion summary(a.glm)$cov.unscaled If you just want the standard errors they are summary(a.glm)$coefficients[,2] BTW: There's no glim() in Splus any more, either (it's in the 'Defunct' library). -thomas -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._