Christopher Dennis
2011-Feb-24 14:44 UTC
[R] var:covariance matrix from glm using logit function
I want to predict a set of proportions from a linear regression using glm. The model includes a logit link. However I want to extract the variance:covariance matrix among the predicted proportions rather than on the logit scale. Is there a way to do this using Vcov or a similar package in R? Thanks Chris
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