Syntax for getting covariance matrix
On Wed, 13 Dec 2006, Elena wrote:
I am new at using R and was wondering if someone can give me the exact syntax for getting the covariance matrix. I used logit to generate the equation. Specifically the syntax was: glm(formula = Status ~ A + B + C + D + E, family = binomial(link = logit), data = logit) Do you know the syntax to get the covariance matrix? Thanks!
Of what? If you meant the estimators of the coefficients, see ?vcov.
[[alternative HTML version deleted]]
______________________________________________ R-help at stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
PLEASE do as we ask.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595