Calculate Variance-Covariance Matrix for a Fitted RSM Model
Returns the variance-covariance matrix of the parameters of a
fitted rsm model object.
## S3 method for class 'rsm' vcov(object, correlation = FALSE, ...)
object |
a fitted model object of class |
correlation |
if |
... |
absobs any additional argument. |
This is a method for function vcov for objects
of class rsm.
A matrix of the estimated covariances between the parameter
estimates of a fitted regression-scale model, or, if
dispersion = TRUE the correlation matrix.
## Sea Level Data
data(venice)
attach(venice)
Year <- 1:51/51
c11 <- cos(2*pi*1:51/11) ; s11 <- sin(2*pi*1:51/11)
c19 <- cos(2*pi*1:51/18.62) ; s19 <- sin(2*pi*1:51/18.62)
venice.rsm <- rsm(sea ~ Year + I(Year^2) + c11 + s11 + c19 + s19,
family = extreme)
##
vcov(venice.rsm)
vcov(venice.rsm, corr = TRUE)
##
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