vcov.lmSubsets: Extract the variance-covariance matrix from a subset...

In lmSubsets: Exact Variable-Subset Selection in Linear Regression

Description

Return the variance-covariance matrix for the specified submodel.

Usage

## S3 method for class 'lmSubsets'
vcov(object, size, best = 1, ...)

## S3 method for class 'lmSelect'
vcov(object, best = 1, ...)

Arguments

object	"lmSubsets", "lmSelect"—a subset regression
size	integer—the submodel size
best	integer—the submodel position
...	ignored

Value

double[,]—the variance-covariance matrix

See Also

• lmSubsets() for all-subsets regression

• lmSelect() for best-subset regression

• vcov() for the S3 generic

lmSubsets documentation built on Feb. 8, 2021, 1:06 a.m.