Hello, Is it possible to extract or compute the standard errors of model coefficients from a glm.fit object? This can be easily done from a fitted glm object, but I need glm.fit.
set.seed(1) n <- 100 x <- rnorm(n) y1 <- rnorm(n) y2 <- rbinom(n, 1, .25) M1 <- glm (y1 ~ x) M2 <- glm.fit(x = x, y = y1) seCoef <- sqrt(diag(vcov(M1))) seCoef (Intercept) x 0.09698729 0.10772703 Thank you, Axel. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
