?vcov You can use vcov(lm.obj) to extract the covariance matrix, where "lm.obj" is your fitted object from lm().
Ravi. ---------------------------------------------------------------------------- ------- Ravi Varadhan, Ph.D. Assistant Professor, The Center on Aging and Health Division of Geriatric Medicine and Gerontology Johns Hopkins University Ph: (410) 502-2619 Fax: (410) 614-9625 Email: [EMAIL PROTECTED] Webpage: http://www.jhsph.edu/agingandhealth/People/Faculty/Varadhan.html ---------------------------------------------------------------------------- -------- -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Peter B. Mandeville Sent: Monday, October 29, 2007 1:30 PM To: r-help@r-project.org Subject: [R] covariance matrix of the regression coefficients 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 Peter B. Mandeville cel: 444 860 3204 tel: 52 444 826 2346-49 ext 532 fax: 52 444 826 2350 P.D. Favor de confirmar la llegada de este correo. Gracias. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
