vcov

Variance-Covariance Matrix

Returns the variance-covariance matrix of the model coefficients. For native T models, the full matrix is returned. For imported models, a diagonal matrix based on standard errors is returned as a fallback.

Parameters

• model (Model): The model object.

Returns

A square matrix representation with term names.

Examples

model = lm(mpg ~ wt, data = mtcars)
v = vcov(model)