[R] covariance matrix of the regression coefficients

[John Fox]

Dear Peter,

See ?vcov. You could have discovered this via
help.search("covariance").

I hope this helps,
 John

On Mon, 29 Oct 2007 11:30:11 -0600
 "Peter B. Mandeville" <mandevip at uaslp.mx> 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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--------------------------------
John Fox, Professor
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
http://socserv.mcmaster.ca/jfox/