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 > > > help.search("covariance")
points you at vcov() soon enough.... -- O__ ---- Peter Dalgaard Ă˜ster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.