The MArrayLM2 object returned by dream() contains cov.coefficients and cov.coefficients.list as its components. cov.coefficients is a single matrix, and cov.coefficients.list is a list of matrices that are as many as the genes included in the analysis. The ?dream documentation has no explanation for these components, and the ?MArrayLM documentation of limma states that cov.coefficients is a "numeric matrix giving the unscaled covariance matrix of the estimable coefficients." That still doesn't make a clear sense to me because the covariance matrix of coefficients should be different for each gene, but cov.coefficients is just a single matrix. I also checked if cov.coefficients is the same as cov(coefficients) (where coefficients is another component that lmFit() and dream() return), but it was not the case. Can someone clarify what they really are?