Dear David, vcov(blah.lm) will do the trick. John
At 06:51 PM 4/23/2003 -0400, Paul, David A wrote:
Win2k, R1.6.2. I've been using Splus 6.1 and wanted to try the same regression analysis in R. Using "names( blah.lm )" in R yields [1] "coefficients" "residuals" "effects" "rank" [5] "fitted.values" "assign" "qr" "df.residual" [9] "xlevels" "call" "terms" "model" In Splus, the same command yields [1] "coefficients" "residuals" "fitted.values" "effects" [5] "R" "rank" "assign" "df.residual" [9] "contrasts" "terms" "call" and blah.lm$R gives the variance-covariance matrix of the model parameters. How do get the variance-covariance matrix out of R? Apologies for such a simple question. Much thanks in advance, david paul
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----------------------------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario, Canada L8S 4M4 email: jfox at mcmaster.ca phone: 905-525-9140x23604 web: www.socsci.mcmaster.ca/jfox