A fitted model object,
having class vlm-class or
rrvglm-class or
a superclass of such.
The former includes a vglm object.
dispersion
Numerical. A value may be specified, else it
is estimated for quasi-GLMs (e.g., method of moments).
For almost all other types of VGLMs it is usually unity.
The value is multiplied by the raw variance-covariance matrix.
untransform
logical. For intercept-only models with trivial constraints;
if set TRUE then the parameter link function is inverted
to give the answer for the untransformed/raw parameter.
...
Same as vcov.
Details
This methods function is based on the QR decomposition
of the (large) VLM model matrix and working weight matrices.
Currently
vcovvlm
operates on the fundamental
vlm-class objects because pretty well
all modelling functions in VGAM inherit from this.
Currently
vcovrrvglm
is not entirely reliable because the elements of the
A–C part of the matrix sometimes cannot be
computed very accurately, so that the entire matrix is
not positive-definite.