Re: [R] standard error beta glm
Ricardo Arias Brito wrote: Dear All, Is posible calculate Std. Error for glm as lm, using cov(hat beta) = phi * solve(t(X) %*% hat W %*% X)^-1 on R? Who is hat W and phi output glm? y=rpois(20,4) fit.glm - glm(y ~ x, family=poisson summary(fit.glm) Fitted to a model glm using constrast contr.sum and need compute the error standard for last level of the factor. best wishes for all, Ricardo. Does sqrt(diag(vcov(fit.glm))) not give you what you need? Ian -- View this message in context: http://www.nabble.com/standard-error-beta-glm-tp23987737p24008764.html Sent from the R help mailing list archive at Nabble.com. __ 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.
[R] standard error beta glm
Dear All, The std. error of the estimated coefficients obtained by the summary.lm function can be calculated as: y=rnorm(20) x=y+rnorm(20) fit - lm(y ~ x) summary(fit) sqrt( sum(fit$resid**2)/fit$df.resid * solve(t(model.matrix(fit))%*%model.matrix(fit)) ) Is posible calculate Std. Error for glm as lm, using cov(hat beta) = phi * solve(t(X) %*% hat W %*% X)^-1 on R? Who is hat W and phi output glm? y=rpois(20,4) fit.glm - glm(y ~ x, family=poisson summary(fit.glm) Fitted to a model glm using constrast contr.sum and need compute the error standard for last level of the factor. best wishes for all, Ricardo. Veja quais são os assuntos do momento no Yahoo! +Buscados http://br.maisbuscados.yahoo.com __ 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.
