glm.vc {GLMpack}R Documentation

Compute variance-covariance matrix.

Description

Calculate the (unscaled) variance-covariance matrix from a generalized linear model regression output. Used in 'GLMpack' within the function 'glm.summary()'.

Usage

glm.vc(obj)

Arguments

obj

The regression output from glm().

Value

The output is a matrix.

Examples

data(campaign)
attach(campaign)
cmpgn.out <- glm(TOTCONTR ~ CANDGENDER + PARTY + INCUMCHALL + HISPPCT,
              family=Gamma(link = 'log'), data=campaign)
glm.vc(cmpgn.out)


[Package GLMpack version 0.1.0 Index]