0

I'm running a multiple linear regression with the lm() function and I would like to get the covariance matrix of the estimated coefficients. How can I do that?

Here Covariance (or correlation) matrix of coefficients in lme there is an answer for the lme() function and I was wondering if the same can be done for the lm(). Thanks!

NelsonGon
  • 13,015
  • 7
  • 27
  • 57
Iro
  • 11
  • 1
  • This works, no ? `lm_mod<-lm(Sepal.Width~Sepal.Length+Petal.Length,iris) vcov(lm_mod)` Or **Self promotion, use the dev version of `manymodelr`**: `manymodelr::get_var_corr_(lm_mod$model)` – NelsonGon Aug 03 '19 at 10:05
  • Possible duplicate of [Covariance (or correlation) matrix of coefficients in lme](https://stackoverflow.com/questions/24477848/covariance-or-correlation-matrix-of-coefficients-in-lme) – NelsonGon Aug 03 '19 at 10:06
  • 1
    yep, it does! Thanks a lot – Iro Aug 04 '19 at 12:50

0 Answers0