vcov.rsm: Calculate Variance-Covariance Matrix for a Fitted RSM Model

In marg: Approximate Marginal Inference for Regression-Scale Models

Calculate Variance-Covariance Matrix for a Fitted RSM Model

Description

Returns the variance-covariance matrix of the parameters of a fitted rsm model object.

Usage

## S3 method for class 'rsm'
vcov(object, correlation = FALSE, ...)

Arguments

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.

Details

This is a method for function vcov for objects of class rsm.

Value

A matrix of the estimated covariances between the parameter estimates of a fitted regression-scale model, or, if dispersion = TRUE the correlation matrix.

See Also

vcov, rsm.object, rsm, summary.rsm

Examples

## 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)
##
detach()

marg documentation built on June 8, 2025, 12:33 p.m.