[R] variance covariance matrix in GLM

[markleeds at verizon.net]

this is for the person who asked me about prediction confidence 
intervals in a GLM because I lost your email. Below follows a simple 
example in CAR and the variance covariance of the beta coefficients is 
in the summary. So, I think, given that output,  it should be pretty 
straightforward to do what you want. I also bet that code for what you 
want to do is in some function in John's effects package but I haven't 
looked at the code. If it's not possible to find it in John's code, ( I 
think prediction intervals have an extra term in the formula for the CI 
because of the error term variance )  that formula should be in any 
decent regression text book.  Good luck.

 
#========================================================================================

attach(Mroz)
model.mroz<-glm(lfp ~ k5 + k618 + age + wc + hc + lwg + inc, 
family=binomial)

print(model.mroz)

modsumm<-summary(model.mroz)
print(modsumm)

print(str(modsumm))