[R] Variance-covariance matrix from GLM

Bojuan Zhao bojuanzhao at yahoo.com
Thu Jul 29 01:52:30 CEST 2010


Hello, 

Is there a way to obtain the variance-covariance matrix of the estimated parameters from GLM? 

my.glm<-glm(mat ~X,family = binomial, data =myDATA)
out1<-predict(my.glm,se.fit = TRUE)
std<-out1$se.fit

se.fit is for getting the standard errors of the estimated parameters (\betas). Is there a way to get the variance-covariance matrix of the estimated parameters? 

Many thanks, 

Barbara



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