vcov {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`, `lme`, `gls`, `coxph` and `survreg` (the last two in package survival).

### Value

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

[Package stats version 2.1.1 Index]