vcov {MASS} | R Documentation

## Calculate Variance-Covariance Matrix for a Fitted Model Object

### Description

Returns the variance-covariance matrix. This is a generic function. Functions with names beginning in `vcov.` will be methods for this function. Classes with methods for this function include: `lm`, `glm`, `nls`.

### Usage

    vcov(object, ...)

### Arguments

`object` | a fitted model object.
`...` | additional arguments for method functions.

### Value

a matrix of the estimated covariances between the parameter estimates in the linear or non-linear predictor of the model.