glm.vc: Compute variance-covariance matrix.

In smtorres/GLMpack: Data and Code to Accompany Generalized Linear Models, 2nd Edition

Description

Calculate the (unscaled) variance-covariance matrix from a generalized linear model regression output. Used in 'GLMpack' within the function 'glm.summary()'.

Usage

glm.vc(obj)

Arguments

obj	The regression output from glm().

Value

The output is a matrix.

Examples

data(campaign)
attach(campaign)
cmpgn.out <- glm(TOTCONTR ~ CANDGENDER + PARTY + INCUMCHALL + HISPPCT,
              family=Gamma(link = 'log'), data=campaign)
glm.vc(cmpgn.out)

smtorres/GLMpack documentation built on July 21, 2019, 10:59 p.m.