On Sat, 13 Jan 2007 [EMAIL PROTECTED] wrote: > My problem is that I do not know how to compute the standard error Sb of some > regression coefficient, when I have done nothing more than to use the lm > command in this manner: > > Out = lm(A~ data$B + data$C + data$D)
better make that Out <- lm(A ~ B + C + D, data = mydata) and then summary(Out) computes the usual t statistics. See the source code for what is exactly computed. Several components of the summary also have their own extractor function, e.g. coef(Out) vcov(Out) extract the estimated coefficients and covariance matrix respectively. Thus, you can compute the t statistics by hand via coef(Out) / sqrt(diag(vcov(Out))) hth, Z ______________________________________________ [email protected] 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.
