lm() variance covariance matrix of coefficients.
On Fri, 2 Jun 2006 18:24:57 -0300 (ADT) Rolf Turner wrote:
summary(object)$cov.unscaled
As the name suggests: this is the unscaled covariance matrix! Use the vcov() extractor method, i.e., vcov(object) which has methods not only for "lm" but also many other fitted model objects. Z