vcov.lm.fit: Returns the variance-covariance matrix from the return values...

Description Usage Arguments Value

View source: R/EmpIOUtils.r

Description

Is useful in so far that calling lm.fit is much quicker than calling lm, but the normal vcov function does not work when calling with the result of lm.fit

Usage

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## S3 method for class 'lm.fit'
vcov(lm.fit, qr = lm.fit$qr, residuals = lm.fit$residuals)

Arguments

lm.fit

The return value of a call to lm.fit

Value

the variance covariance of the ols estimate


skranz/sktools documentation built on April 12, 2021, 11:43 a.m.