# Vcov: Fast Covariance Matrix and Standard Error Computation In vcov: Variance-Covariance Matrices and Standard Errors

## Description

Skip wasted object summary steps computed by base R when computing covariance matrices and standard errors of common model objects.

## Usage

 ```1 2 3 4 5 6 7 8 9``` ``` Vcov(object, ...) ## S3 method for class 'lm' Vcov(object, ...) ## S3 method for class 'glm' Vcov(object, dispersion = NULL, ...) se(object, ...) ```

## Arguments

 `object` A fitted model object. `...` Additional arguments for method functions. For the `glm` method this can be used to pass a `dispersion` parameter. `dispersion` The dispersion parameter for the family used. Either a single numerical value or `NULL` (the default), in which case it is inferred from `obj`. For details, see `summary.glm`.

`summary.glm`

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16``` ``` # data taken from ?lm ctl = c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14) trt = c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69) group = gl(2, 10, 20, labels = c("Ctl","Trt")) weight = c(ctl, trt) reg_lm = lm(weight ~ group) Vcov(reg_lm) se(reg_lm) # data taken from ?glm counts = c(18,17,15,20,10,20,25,13,12) outcome = gl(3,1,9) treatment = gl(3,3) reg_glm = glm(counts ~ outcome + treatment, family = poisson) Vcov(reg_glm) se(reg_glm) ```

### Example output

```            (Intercept)    groupTrt
(Intercept)  0.04849583 -0.04849583
groupTrt    -0.04849583  0.09699167
(Intercept)    groupTrt
0.2202177   0.3114349
(Intercept)      outcome2      outcome3    treatment2    treatment3
(Intercept)  0.02920635 -1.587302e-02 -1.587302e-02 -2.000000e-02 -2.000000e-02
outcome2    -0.01587302  4.087301e-02  1.587302e-02 -9.352656e-18 -9.264149e-18
outcome3    -0.01587302  1.587302e-02  3.714961e-02 -9.415427e-18 -1.112732e-17
treatment2  -0.02000000 -9.352656e-18 -9.415427e-18  4.000000e-02  2.000000e-02
treatment3  -0.02000000 -9.264149e-18 -1.112732e-17  2.000000e-02  4.000000e-02
(Intercept)    outcome2    outcome3  treatment2  treatment3
0.1708987   0.2021708   0.1927423   0.2000000   0.2000000
```

vcov documentation built on May 2, 2019, 3:33 p.m.