There is a command in R to derive the variance-covariance matrix of a glm (model) objects. Does any one know if there is a command which one can derive variance-covariance matrix of a Zero inflated Poisson regression model object?


closed as off-topic by Scortchi - Reinstate Monica Oct 14 '16 at 10:26

This question appears to be off-topic. The users who voted to close gave this specific reason:

  • "This question appears to be off-topic because EITHER it is not about statistics, machine learning, data analysis, data mining, or data visualization, OR it focuses on programming, debugging, or performing routine operations within a statistical computing platform. If the latter, you could try the support links we maintain." – Scortchi - Reinstate Monica
If this question can be reworded to fit the rules in the help center, please edit the question.

  • $\begingroup$ what do you mean by VC matrix of a model? please add some details $\endgroup$ – TPArrow Oct 14 '16 at 10:18
  • $\begingroup$ I mean covariance matrix of all coefficients in the model. Anyways, I got my answer, I can simply used the command "vcov". $\endgroup$ – Sedi Oct 14 '16 at 10:22

"vcov" is the command. It gives covariance matrix of all coefficients in the model (derived from the Hessian of the optim output).


Not the answer you're looking for? Browse other questions tagged or ask your own question.