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
regression parms var-cov matrix
1 message · Paul, David A