| vcov.rsm {marg} | R Documentation |
Returns the variance-covariance matrix of the parameters of a
fitted rsm model object.
vcov.rsm(object, correlation = FALSE, ...)
object |
a fitted model object of class rsm.
|
correlation |
if TRUE the correlation matrix is returned instead of the
variance-covariance matrix.
|
... |
absobs any additional argument. |
This is a method for function vcov for objects
of class rsm.
A matrix of the estimated covariances between the parameter
estimates of a fitted regression-scale model, or, if
dispersion = TRUE the correlation matrix.
vcov, rsm.object,
rsm, summary.rsm
## Sea Level Data data(venice) attach(venice) Year <- 1:51/51 c11 <- cos(2*pi*1:51/11) ; s11 <- sin(2*pi*1:51/11) c19 <- cos(2*pi*1:51/18.62) ; s19 <- sin(2*pi*1:51/18.62) venice.rsm <- rsm(sea ~ Year + I(Year^2) + c11 + s11 + c19 + s19, family = extreme) ## vcov(venice.rsm) vcov(venice.rsm, corr = TRUE)