R help - Aug 2006 - Variance-Covariance matrix from glm()

We are trying to find out how to get the variance-covariance matrix of the
MLEs out of the glm function.  Can anyone help?

 

Thanks,

Daniel Jeske

Department of Statistics

University of California

Riverside, CA

 

 

 


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On Fri, 4 Aug 2006, Daniel Jeske wrote:
> We are trying to find out how to get the variance-covariance matrix of the
> MLEs out of the glm function.  Can anyone help?
It can be extracted with the corresponding vcov() method.

Best,
Z

Hello Achim Zeileis,
> We are trying to find out how to get the variance-covariance matrix of
the
> MLEs out of the glm function. Can anyone help?



Please try this :


Suppose you have


summary(glm(A ~ B,data=abc, family=Gamma))


then use


summary(glm(A ~ B,data=abc, family=Gamma))$cov.unscaled


I hope this will help.


Cheers,


Gaurav



 

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