Variance-covariance matrix of a linear_regression model
Source:R/linear_regression.R
vcov.linear_regression.RdUnweighted models: stats::vcov() of the lm. Weighted
models: the covariance matrix under SPSS frequency weights (residual
variance with sum(w) - rank df), whose square-rooted diagonal
equals the Std.Error column of summary().
Usage
# S3 method for class 'linear_regression'
vcov(object, ...)Arguments
- object
A
linear_regressionresult (ungrouped, listwise).- ...
Passed to
stats::vcov().