vcov.lmSubsets {lmSubsets}

Extract the variance-covariance matrix from a subset regression

Description

Return the variance-covariance matrix for the specified submodel.

Usage

## S3 method for class 'lmSubsets'
vcov(object, size, best = 1, ...)

## S3 method for class 'lmSelect'
vcov(object, best = 1, ...)

Arguments

object

"lmSubsets", "lmSelect"—a subset regression

size

integer—the submodel size

best

integer—the submodel position

...

ignored

Value

double[,]—the variance-covariance matrix

See Also

• lmSubsets() for all-subsets regression

• lmSelect() for best-subset regression

• vcov() for the S3 generic