The R Project SVN R

\name{vcov}
\alias{vcov}
\alias{vcov.lm}
\alias{vcov.glm}
\alias{vcov.lme}
\alias{vcov.gls}
\alias{vcov.coxph}
\alias{vcov.survreg}
\title{
Calculate Variance-Covariance Matrix for a Fitted Model Object
}
\description{
Returns the variance-covariance matrix of the main parameters of
a 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 estimates
  in the linear or non-linear predictor of the model.
}
\details{
This is a generic function.
Functions with names beginning in \code{vcov.} will be
methods for this function.
Classes with methods for this function include:
\code{lm}, \code{glm}, \code{nls}, \code{lme}, \code{gls}, \code{coxph}
and \code{survreg}
}
\keyword{models}
\keyword{nonlinear}