vcovx {MASSExtra} | R Documentation |
An extension to the vcov
function mainly to
cover the additional parameter involved in negative binomial models.
(Currently the same as vcov
apart from negative binomial models.)
vcovx(object, ...)
## Default S3 method:
vcovx(object, ...)
## S3 method for class 'negbin'
vcovx(object, ...)
object |
A fitted mdel objeds |
... |
currently ignored |
An extended variance matrix including parameters addition to the regression coefficients
fm <- glm.nb(Days ~ Sex/(Age + Eth*Lrn), quine)
Sigma <- vcovx(fm)