Re: R language- obtaining variance matrix after regression



Paul,
"variance matrix after regression" is the simmetric matrix with
variances among Y, X1, X2, ecc.... ?
If so, and if X is the matrix composed by [Y,X1,X2,...], you can do it
with:

var(X)

(the variance is the "corrected variance").

But I probably misunderstood the question....

Michele De Meo
Statistical Consultant
http://crea.html.it/sito/micheledemeo

.