vcov-methods           package:fRegression           R Documentation

_E_x_t_r_a_c_t _R_e_g_r_e_s_s_i_o_n _M_o_d_e_l _v_c_o_v

_D_e_s_c_r_i_p_t_i_o_n:

     Extracts vcov from a fitted regression model.

_M_e_t_h_o_d_s:



     _o_b_j_e_c_t = "_A_N_Y" Generic function

     _o_b_j_e_c_t = "_f_R_E_G" Extractor function for vcov.


_N_o_t_e:

     'vcov' is a generic function which extracts fitted values  from
     objects returned by modeling functions, here the 'regFit' and
     'gregFit' parameter estimation functions.

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

_E_x_a_m_p_l_e_s:

     ## regSim -
        x = regSim(model = "LM3", n = 50)
       
     ## regFit -
        fit = regFit(Y ~ X1 + X2 + X3, data = x, use = "lm")
        
     ## vcov - 
        vcov(fit)

