[R] var:covariance matrix from glm using logit function

Christopher Dennis
Thu, 24 Feb 2011 14:44:42 -0000

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