[R] How to find the variance-covariance matrix of a random-vector using R

Sun, John j@un20 @end|ng |rom @|b@ny@edu
Mon Sep 19 20:58:47 CEST 2022

Dear All,
Reposting as plain text rather than html. 

I realized that R does not support finding the variance-covariance matrix of a random-vector. It must take two arguments. Numpy's cov doesn't give sensible results.
I ask in a bigger context of finding the variance-covariance matrix of the vector of the dependent variables per subject which is the covariance form of the working-correlation matrix in GEE by Liang-Zeger (1986). Knowing it gives me better inference via efficiency improvement.

I have not received a reply on these posts, so I ask.

Best regards,

More information about the R-help mailing list