Posts Tagged ‘ variance-covariance ’

Variance-Covariance Matrix in glm

July 20, 2007
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Variance-Covariance Matrix in glm

This is a small function Venables and Ripley provide in their MASS book. You don't need it anymore because vcov() has a method for the glm class. However, it is useful to see how to extract bits from a fitted model object.vcov.glm

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