If X is your p-1 variable matrix (with the first column vector being 1s), i.e., nrow(X)=n and ncol(X)=p
then MSE<-summary(lm(Y~X[2]+X[3] + ...X[P-1]))$s^2 and your coefficient (co)variance matrix is MSE*ginv(t(X)%*%X) Best, Alex On 10/29/07, Peter B. Mandeville <[EMAIL PROTECTED]> wrote: > > Greetings, > > On page 273, Cohen, Cohen, West, and Aiken (Applied Multiple > Regression/Correlation Analysis for the Behavioral Sciences, Third Edition", > state that the covariance matrix of the regression coefficients is provided > by standard programs for multiple regression, including SAS, SPSS, and > SYSTAT. How does one calculate the matrix in R. Thank you very much. > > pbmPeter B. Mandeville cel: 444 860 3204 tel: 52 444 826 2346-49 ext > 532 fax: 52 444 826 2352 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. > -- *************** A. Alexander Beaujean, Ph.D., LSSP Licensed Psychologist (Provisional, TX) http://myprofile.cos.com/abeaujean http://www.baylor.edu/soe/faculty/index.php?id=38476 "General impressions are never to be trusted. Unfortunately when they are of long standing they become fixed rules of life, and assume a prescriptive right not to be questioned. Consequently those who are not accustomed to original inquiry entertain a hatred and a horror of statistics. They cannot endure the idea of submitting their sacred impressions to cold-blooded verification. But it is the triumph of scientific men to rise superior to such superstitions, to devise tests by which the value of beliefs may be ascertained, and to feel sufficiently masters of themselves to discard contemptuously whatever may be found untrue." --Sir Francis Galton, FRS [[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.
