Variance-Covariance Matrix in glm

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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<-function(obj){
  #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
}


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