vcov.glmb: Calculate Variance-Covariance Matrux for a Fitted Model...

In knygren/glmbayes: Bayesian Generalized Linear Models (iid Samples)

Description

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

Usage

## S3 method for class 'glmb'
vcov(object, ...)

Arguments

object	fitted model object, typically the result of a call to "glmb".
...	additional arguments for method functions.

Value

A matrix of estimated covariances between the parameter estimates in the linear or non-linear predictor of the model. This should have row and column names corresponding to the parameter names given by the coef method.

Examples

## ----dobson-------------------------------------------------------------------
## Dobson (1990) Page 93: Randomized Controlled Trial :
counts <- c(18,17,15,20,10,20,25,13,12)
outcome <- gl(3,1,9)
treatment <- gl(3,3)

## Prior mean vector 
mu<-matrix(0,5)           
mu[1,1]=log(mean(counts)) 
## Prior standard deviation and Variance
mysd<-1           
V=((mysd)^2)*diag(5)  
## Call to glmb
glmb.D93<-glmb(n=1000,counts ~ outcome + treatment,
               family = poisson(),pfamily=dNormal(mu=mu,Sigma=V))

## ----glmb vcov----------------------------------------------------------------
vcov(glmb.D93)

knygren/glmbayes documentation built on Sept. 4, 2020, 4:39 p.m.