vcov.brglmFit: Return the variance-covariance matrix for the regression...

In brglm2: Bias Reduction in Generalized Linear Models

Return the variance-covariance matrix for the regression parameters in a brglmFit() object

Description

Return the variance-covariance matrix for the regression parameters in a brglmFit() object

Usage

## S3 method for class 'brglmFit'
vcov(object, model = c("mean", "full", "dispersion"), complete = TRUE, ...)

Arguments

object	a fitted model object, typically. Sometimes also a summary() object of such a fitted model.
model	character specifying for which component of the model coefficients should be extracted.
complete	for the aov, lm, glm, mlm, and where applicable summary.lm etc methods: logical indicating if the full variance-covariance matrix should be returned also in case of an over-determined system where some coefficients are undefined and coef(.) contains NAs correspondingly. When complete = TRUE, vcov() is compatible with coef() also in this singular case.
...	additional arguments for method functions. For the glm method this can be used to pass a dispersion parameter.

Details

The options for model are "mean" for mean regression parameters only (default), "dispersion" for the dispersion parameter (or the transformed dispersion; see brglm_control()), and "full" for both the mean regression and the (transformed) dispersion parameters.

brglm2 documentation built on Oct. 12, 2023, 1:07 a.m.