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...al <- 2 * pnorm( -abs(mu), mean=0, sd=sqrt(var),lower.tail = TRUE) how do i get the covariance matrix of the estimated parameters ? thanks, peter P.S. the simple solution for this particular problem: ## get the mean for each level muV <- by(y,cl,mean) ## get the variance for each level varV <- by(y,cl,var) ## the mean of Hb is muHb <- H %*% muV ## because of independence, the variance of Hb is varHb <- sum(varV) ## the probability of error, so-called p-value: p.val <- 2 * pnorm( -abs(muHb), mean=0, sd=sqrt(varHb),lower.tail = TRUE) thanks again, peter -- Peter Salzma...