Variance-Covariance Matrix in glm

July 20, 2007

(This article was first published on Quantitative Ecology, and kindly contributed to R-bloggers)

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.

#return the variance-covariance matrix of a glm object
#from p. 188 in Venables and Ripley. 2002.
#Modern Applied Statistics With S. Springer. New York.
so <- summary(obj,corr=F)
so$dispersion * so$cov.unscaled

To leave a comment for the author, please follow the link and comment on their blog: Quantitative Ecology. offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...

If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.

Top 3 Posts from the past 2 days

Top 9 articles of the week

  1. In-depth introduction to machine learning in 15 hours of expert videos
  2. Installing R packages
  3. Scatterplots
  4. Using apply, sapply, lapply in R
  5. Computing and visualizing PCA in R
  6. Adding a legend to a plot
  7. How to Make a Histogram with Basic R
  8. Basics of Histograms
  9. Box-plot with R – Tutorial


RSS Jobs for R users

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)