[R] vcov for lm.gls

idbg idbg at env.dtu.dk
Mon Dec 12 10:35:43 CET 2011


Dear all,
I'm using the function lm.gls but I'm puzzled by the very limited output. I
do get the regression coefficients but not their standard errors. Neither
summary(), anova() or vcov() works properly for a lm.gls object. 
Preferably I look for a function like vcov that will give me the
variance-covariance matrix for the estimated coefficients, but just the
standard errors will do. 

I'm aware of the gls(nlme), but I use a correlation and weight structure
that is not easily implemented in this function. 

Thank you in advance

Ida

--
View this message in context: http://r.789695.n4.nabble.com/vcov-for-lm-gls-tp4185348p4185348.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list