Description Usage Arguments Value References Examples

Computes the type-`type`

estimate of the variance-covariance matrix from an object of the class glmgee.

1 2 |

`object` |
An object of the class glmgee which is obtained from the fit of a generalized estimating equation. |

`...` |
further arguments passed to or from other methods. For example, |

`type` |
an (optional) character string indicating the type of estimator which should be used. The available options are: robust estimator ("robust"), jackknife estimator computed from the one-step approximations of the “leave-one-out” estimates of the parameter vector ("jackknife"). By default, |

A `matrix`

with the type-`type`

estimate of the variance-covariance matrix.

Lipsitz S.R., Laird N.M. and Harrington D.P. (1990) Using the jackknife to estimate the variance of regression estimators from repeated measures studies. *Communications in Statistics - Theory and Methods* 19, 821–845.

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## Example 1
mod <- size ~ poly(days,4) + treat
fit1 <- glmgee(mod, id=tree, family=Gamma("log"), data=spruce, corstr="Exchangeable")
vcov(fit1)
vcov(fit1,type="jackknife")
## Example 2
mod <- dep ~ visit + group
fit2 <- glmgee(mod, id=subj, family=gaussian, corstr="AR-1", data=depression)
vcov(fit2)
vcov(fit2,type="jackknife")
## Example 3
mod <- depressd ~ visit + group
fit3 <- glmgee(mod, id=subj, family=binomial, corstr="Stationary-M-dependent(3)", data=depression)
vcov(fit3)
vcov(fit3,type="jackknife")
``` |

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