insight: get_varcov – R documentation

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get_varcov

Get variance-covariance matrix from models

Description

Returns the variance-covariance, as retrieved by stats::vcov(), but works for more model objects that probably don't provide a vcov()-method.

Usage

get_varcov(x, ...)

## Default S3 method:
get_varcov(x, verbose = TRUE, ...)

## S3 method for class 'betareg'
get_varcov(
  x,
  component = c("conditional", "precision", "all"),
  verbose = TRUE,
  ...
)

## S3 method for class 'DirichletRegModel'
get_varcov(
  x,
  component = c("conditional", "precision", "all"),
  verbose = TRUE,
  ...
)

## S3 method for class 'clm2'
get_varcov(x, component = c("all", "conditional", "scale"), ...)

## S3 method for class 'truncreg'
get_varcov(x, component = c("conditional", "all"), ...)

## S3 method for class 'gamlss'
get_varcov(x, component = c("conditional", "all"), ...)

## S3 method for class 'hurdle'
get_varcov(x, component = c("conditional", "zero_inflated", "zi", "all"), ...)

## S3 method for class 'zcpglm'
get_varcov(x, component = c("conditional", "zero_inflated", "zi", "all"), ...)

## S3 method for class 'MixMod'
get_varcov(x, component = c("conditional", "zero_inflated", "zi", "all"), ...)

## S3 method for class 'glmmTMB'
get_varcov(
  x,
  component = c("conditional", "zero_inflated", "zi", "dispersion", "all"),
  ...
)

## S3 method for class 'brmsfit'
get_varcov(x, component = "conditional", ...)

## S3 method for class 'betamfx'
get_varcov(x, component = c("conditional", "precision", "all"), ...)

## S3 method for class 'aov'
get_varcov(x, complete = FALSE, ...)

## S3 method for class 'mixor'
get_varcov(x, effects = c("all", "fixed", "random"), ...)

Arguments

`x`	A model.
`...`	Currently not used.
`verbose`	Toggle warnings.
`component`	Should the complete variance-covariance matrix of the model be returned, or only for specific model components only (like count or zero-inflated model parts)? Applies to models with zero-inflated component, or models with precision (e.g. `betareg`) component. `component` may be one of `"conditional"`, `"zi"`, `"zero-inflated"`, `"dispersion"`, `"precision"`, or `"all"`. May be abbreviated. Note that the conditional component is also called count or mean component, depending on the model.
`complete`	Logical, if `TRUE`, for `aov`, returns the full variance-covariance matrix.
`effects`	Should the complete variance-covariance matrix of the model be returned, or only for specific model parameters only? Currently only applies to models of class `mixor`.

Value

The variance-covariance matrix, as matrix-object.

Note

get_varcov() tries to return the nearest positive definite matrix in case of a negative variance-covariance matrix.

Examples

data(mtcars)
m <- lm(mpg ~ wt + cyl + vs, data = mtcars)
get_varcov(m)

insight

Easy Access to Model Information for Various Model Objects

v0.14.0

GPL-3

Authors

Daniel Lüdecke [aut, cre] (<https://orcid.org/0000-0002-8895-3206>, @strengejacke), Dominique Makowski [aut, ctb] (<https://orcid.org/0000-0001-5375-9967>, @Dom_Makowski), Indrajeet Patil [aut, ctb] (<https://orcid.org/0000-0003-1995-6531>, @patilindrajeets), Philip Waggoner [aut, ctb] (<https://orcid.org/0000-0002-7825-7573>), Mattan S. Ben-Shachar [aut, ctb] (<https://orcid.org/0000-0002-4287-4801>), Brenton M. Wiernik [aut] (<https://orcid.org/0000-0001-9560-6336>, @bmwiernik)

Initial release