R help - Oct 2006 - how to get the variance-covariance matrix/information of alpha and beta after fitting a GLMs?

Dear friends,
  After fitting a generalized linear models ,i hope to get the variance of
alpha,variance of  beta and their covariance, that is , the
variance-covariance matrix/information of alpha and beta , suppose *B* is
the object of GLMs, i use attributes(B) to look for the options ,but can't
find it, anybody knows how to get it?
> attributes(B)
$names
 [1] "coefficients"      "residuals"        
"fitted.values"
"effects"
 [5] "R"                 "rank"              "qr"
"family"
 [9] "linear.predictors" "deviance"          "aic"
"
null.deviance"
[13] "iter"              "weights"          
"prior.weights"     "
df.residual"
[17] "df.null"           "y"                
"converged"
"boundary"
[21] "model"             "call"             
"formula"
"terms"
[25] "data"              "offset"           
"control"
"method"
[29] "contrasts"         "xlevels"

$class
[1] "glm" "lm"

 I appreciate any help/suggestions.


-- 
With Kind Regards,

oooO:::::::::
(..):::::::::
:\.(:::Oooo::
::\_)::(..)::
:::::::)./:::
::::::(_/::::
:::::::::::::
[***********************************************************************]
Zhi Jie,Zhang ,PHD
Tel:86-21-54237149   epistat@gmail.com
Dept. of Epidemiology,school of public health,Fudan University
Address:No. 138 Yi Xue Yuan Road,Shanghai,China
Postcode:200032
[***********************************************************************]
oooO:::::::::
(..):::::::::
:\.(:::Oooo::
::\_)::(..)::
:::::::)./:::
::::::(_/::::
:::::::::::::

	[[alternative HTML version deleted]]

?vcov

________________________________

From: r-help-bounces@stat.math.ethz.ch on behalf of zhijie zhang
Sent: Thu 10/12/2006 9:56 AM
To: R-help@stat.math.ethz.ch
Subject: [R] how to get the variance-covariance matrix/information of alphaand
beta after fitting a GLMs?



Dear friends,
  After fitting a generalized linear models ,i hope to get the variance of
alpha,variance of  beta and their covariance, that is , the
variance-covariance matrix/information of alpha and beta , suppose *B* is
the object of GLMs, i use attributes(B) to look for the options ,but can't
find it, anybody knows how to get it?
> attributes(B)
$names
 [1] "coefficients"      "residuals"        
"fitted.values"
"effects"
 [5] "R"                 "rank"              "qr"
"family"
 [9] "linear.predictors" "deviance"          "aic"
"
null.deviance"
[13] "iter"              "weights"          
"prior.weights"     "
df.residual"
[17] "df.null"           "y"                
"converged"
"boundary"
[21] "model"             "call"             
"formula"
"terms"
[25] "data"              "offset"           
"control"
"method"
[29] "contrasts"         "xlevels"

$class
[1] "glm" "lm"

 I appreciate any help/suggestions.


--
With Kind Regards,

oooO:::::::::
(..):::::::::
:\.(:::Oooo::
::\_)::(..)::
:::::::)./:::
::::::(_/::::
:::::::::::::
[***********************************************************************]
Zhi Jie,Zhang ,PHD
Tel:86-21-54237149   epistat@gmail.com
Dept. of Epidemiology,school of public health,Fudan University
Address:No. 138 Yi Xue Yuan Road,Shanghai,China
Postcode:200032
[***********************************************************************]
oooO:::::::::
(..):::::::::
:\.(:::Oooo::
::\_)::(..)::
:::::::)./:::
::::::(_/::::
:::::::::::::

        [[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.



	[[alternative HTML version deleted]]

On Thu, 12 Oct 2006, zhijie zhang wrote:
> Dear friends,
>  After fitting a generalized linear models ,i hope to get the variance of
> alpha,variance of  beta and their covariance, that is , the
> variance-covariance matrix/information of alpha and beta , suppose *B* is
> the object of GLMs, i use attributes(B) to look for the options ,but
can't
> find it, anybody knows how to get it?
vcov(your.model)

 	-thomas

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle