[R] covariance matrix of the regression coefficients

Prof Brian Ripley ripley at stats.ox.ac.uk
Mon Oct 29 19:15:50 CET 2007


See ?vcov .

On Mon, 29 Oct 2007, Peter B. Mandeville wrote:

> Greetings,
>
>
>
> Cohen, Cohen, West, and Aiken 2003 (Applied Multiple Regression-Correlation
> Analysis for the Behavioral Sciences, Third Edition) on page 273 state the
> covariance matrix of the regression coefficients is provided by standard
> programs for multiple regression, including SAS, SPSS, and SYSTAT. How can
> it be calculated with R. Thank you very much.
>
>
>
> pbm
>
>
>
> Peter B. Mandeville
>
> cel:    444 860 3204
>
> tel: 52 444 826 2346-49 ext 532
>
> fax: 52 444 826 2350
>
>
>
> P.D. Favor de confirmar la llegada de este correo. Gracias.
>
>
>
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595



More information about the R-help mailing list