Rev 42333 | Blame | Compare with Previous | Last modification | View Log | Download | RSS feed
% File src/library/stats/man/vcov.Rd% Part of the R package, http://www.R-project.org% Copyright 1995-2007 R Core Development Team% Distributed under GPL 2 or later\name{vcov}\alias{vcov}\alias{vcov.lm}\alias{vcov.glm}\alias{vcov.lme}\alias{vcov.gls}\title{Calculate Variance-Covariance Matrix for a Fitted Model Object}\description{Returns the variance-covariance matrix of the main parameters ofa fitted model object.}\usage{vcov(object, \dots)}\arguments{\item{object}{a fitted model object.}\item{\dots}{additional arguments for method functions. For the\code{\link{glm}} method this can be used to pass a\code{dispersion} parameter.}}\value{A matrix of the estimated covariances between the parameter estimatesin the linear or non-linear predictor of the model.}\details{This is a generic function.Functions with names beginning in \code{vcov.} will bemethods for this function.Classes with methods for this function include:\code{lm}, \code{mlm}, \code{glm}, \code{nls},\code{negbin}, \code{polr}, \code{rlm} (in package \pkg{MASS}),\code{multinom} (in package \code{nnet})\code{gls}, \code{lme} (in package \pkg{nlme},\code{coxph} and \code{survreg} (in package \pkg{survival}).}\keyword{models}\keyword{nonlinear}