Vcov {vcov} | R Documentation |
Fast Covariance Matrix and Standard Error Computation
Description
Skip wasted object summary steps computed by base R when computing covariance matrices and standard errors of common model objects.
Usage
Vcov(object, ...)
## S3 method for class 'lm'
Vcov(object, ...)
## S3 method for class 'glm'
Vcov(object, dispersion = NULL, ...)
se(object, ...)
Arguments
object |
A fitted model object. |
... |
Additional arguments for method functions. For the |
dispersion |
The dispersion parameter for the family used. Either a single numerical value or |
See Also
Examples
# data taken from ?lm
ctl = c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
trt = c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
group = gl(2, 10, 20, labels = c("Ctl","Trt"))
weight = c(ctl, trt)
reg_lm = lm(weight ~ group)
Vcov(reg_lm)
se(reg_lm)
# data taken from ?glm
counts = c(18,17,15,20,10,20,25,13,12)
outcome = gl(3,1,9)
treatment = gl(3,3)
reg_glm = glm(counts ~ outcome + treatment, family = poisson)
Vcov(reg_glm)
se(reg_glm)
[Package vcov version 0.0.1 Index]