Variance-Covariance Matrix in glm

[This article was first published on Quantitative Ecology, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

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
}


var vglnk = {key: '949efb41171ac6ec1bf7f206d57e90b8'}; (function(d, t) { var s = d.createElement(t); s.type = 'text/javascript'; s.async = true; // s.defer = true; // s.src = '//cdn.viglink.com/api/vglnk.js'; s.src = 'https://www.r-bloggers.com/wp-content/uploads/2020/08/vglnk.js'; var r = d.getElementsByTagName(t)[0]; r.parentNode.insertBefore(s, r); }(document, 'script'));

To leave a comment for the author, please follow the link and comment on their blog: Quantitative Ecology.

R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

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)