vcov                  package:stats                  R Documentation

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, ...)

Arguments:

  object: a fitted model object. 

     ...: additional arguments for method functions.  For the 'glm'
          method this can be used to pass a 'dispersion' parameter. 

Details:

     This is a generic function. Functions with names beginning in
     'vcov.' will be methods for this function. Classes with methods
     for this function include: 'lm', 'mlm', 'glm', 'nls', 'negbin',
     'polr', 'rlm' (in package 'MASS'), 'multinom' (in package 'nnet')
     'gls', 'lme' (in package 'nlme', 'coxph' and 'survreg' (in package
     'survival').

Value:

     A matrix of the estimated covariances between the parameter
     estimates in the linear or non-linear predictor of the model.

