[R] covariance matrix of the regression coefficients

Peter Dalgaard p.dalgaard at biostat.ku.dk
Mon Oct 29 19:20:47 CET 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
>
>  
>   
 help.search("covariance")

points you at vcov() soon enough....


-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)                  FAX: (+45) 35327907



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