From: ivo welch > > dear R experts---I am using the coef() function to pick off > the coefficients > from an lm() object. alas, I also need the standard errors > and I need them > fast. I know I can do a "summary()" on the object and pick > them off this > way, but this computes other stuff I do not need. Or, I can > compute (X' > X)^(-1) s^2 myself. Has someone written a fast se() function? > > incidentally, I think this would make a nice addition to the > R base. I > presume it is not uncommon for a statistician also to want to > use the se of > coef estimates.
Not sure if this is much faster, but you can try sqrt(diag(vcov(lm.object))). Andy > pointers appreciated. > > regards, > > /iaw > ---- > Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com) > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > 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. > Notice: This e-mail message, together with any attachme...{{dropped:10}} ______________________________________________ R-help@r-project.org mailing list 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.
