[R] covariance matrix of the regression coefficients

[Prof Brian Ripley]

See ?vcov .

On Mon, 29 Oct 2007, Peter B. Mandeville wrote:

> Greetings,
>
>
>
> Cohen, Cohen, West, and Aiken 2003 (Applied Multiple Regression-Correlation
> Analysis for the Behavioral Sciences, Third Edition) on page 273 state the
> covariance matrix of the regression coefficients is provided by standard
> programs for multiple regression, including SAS, SPSS, and SYSTAT. How can
> it be calculated with R. Thank you very much.
>
>
>
> pbm
>
>
>
> Peter B. Mandeville
>
> cel:    444 860 3204
>
> tel: 52 444 826 2346-49 ext 532
>
> fax: 52 444 826 2350
>
>
>
> P.D. Favor de confirmar la llegada de este correo. Gracias.
>
>
>
>
> 	[[alternative HTML version deleted]]
>
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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595