Vcov: Fast Covariance Matrix and Standard Error Computation

In MichaelChirico/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

  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.

See Also

summary.glm

Examples

  # 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)

MichaelChirico/vcov documentation built on May 29, 2019, 2:09 p.m.