Thanks, Ben. Could you tell me the formula for calculating this sd., given (x_i, y_i) (i=1,2,...,N)? We only have one intercept and slope for them.
-Minghua -----Original Message----- From: Ben Bolker [mailto:[EMAIL PROTECTED] Sent: Friday, September 26, 2003 4:34 PM To: Yao, Minghua Cc: R Help (E-mail) Subject: Re: [R] Std. errors of intercept and slope Since the intercept and slope are estimated parameters, they have sampling distributions described by their means and standard deviations. The s.d. tells you the size of the uncertainty in intercept & in slope. This is a pretty basic stats question -- you need to refer to a standard textbook or reference material ... Ben Bolker On Fri, 26 Sep 2003, Yao, Minghua wrote: > Dear all, > > I have the following output generated by linear regression. Since there is > only one regression intercept and one slope for one set of data, what is the > > meaning of std. error for intercept and that of slope? Thanks in advance. > > Sincerely, > > Minghua > > > > data(thuesen) > > attach(thuesen) > > lm(short.velocity~blood.glucose) > > Call: > lm(formula = short.velocity ~ blood.glucose) > > Coefficients: > (Intercept) blood.glucose > 1.09781 0.02196 > > > summary(lm(short.velocity~blood.glucose)) > > Call: > lm(formula = short.velocity ~ blood.glucose) > > Residuals: > Min 1Q Median 3Q Max > -0.40141 -0.14760 -0.02202 0.03001 0.43490 > > Coefficients: > Estimate Std. Error t value Pr(>|t|) > (Intercept) 1.09781 0.11748 9.345 6.26e-09 *** > blood.glucose 0.02196 0.01045 2.101 0.0479 * > --- > Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1 > > Residual standard error: 0.2167 on 21 degrees of freedom > Multiple R-Squared: 0.1737, Adjusted R-squared: 0.1343 > F-statistic: 4.414 on 1 and 21 DF, p-value: 0.0479 > > > > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > -- 620B Bartram Hall [EMAIL PROTECTED] Zoology Department, University of Florida http://www.zoo.ufl.edu/bolker Box 118525 (ph) 352-392-5697 Gainesville, FL 32611-8525 (fax) 352-392-3704 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
