A wrapper on vcov
to produce a symmetric
matrix. If the default matrix returned by vcov
is
symmetric it is returned simply. If it is not, in fact, symmetric
(as occurs occasionally with multinom
applied to
proportions), the matrix is made symmetric by averaging the lower and
upper triangles. If the relative difference between the upper and lower
triangles for any entry is more than 0.1
mirror_vcov(x)
x | Model object that has a defined method for
|
---|
Properly symmetric variance covariance matrix
.
dat <- data.frame(y = rnorm(50), x = rnorm(50)) mod <- lm(dat) mirror_vcov(mod)