Returns the variance covariance matrix from the model.
Examples
model <- lm(mpg ~ wt + cyl + hp + disp + gear + drat, data = mtcars)
ols_get_vcov(model)
#> (Intercept) wt cyl hp disp
#> (Intercept) 68.05480702 -4.170155897 -3.821986835 6.934879e-02 8.275310e-03
#> wt -4.17015590 1.174044257 0.115881777 -1.033268e-03 -7.862270e-03
#> cyl -3.82198683 0.115881777 0.562523439 -7.004062e-03 -3.490671e-03
#> hp 0.06934879 -0.001033268 -0.007004062 2.854728e-04 -6.980737e-05
#> disp 0.00827531 -0.007862270 -0.003490671 -6.980737e-05 1.564643e-04
#> gear -3.35622849 0.143996009 0.206132638 -1.145742e-02 3.631012e-03
#> drat -8.47695567 0.308773551 0.289504420 -1.725772e-03 -1.754776e-04
#> gear drat
#> (Intercept) -3.356228486 -8.4769556746
#> wt 0.143996009 0.3087735505
#> cyl 0.206132638 0.2895044201
#> hp -0.011457419 -0.0017257724
#> disp 0.003631012 -0.0001754776
#> gear 1.268959944 -0.6169423590
#> drat -0.616942359 2.2968754445