[R] fast lm se?

2010-01-08 Thread 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'

Re: [R] fast lm se?

2010-01-08 Thread Henrique Dallazuanna
You can get SE with this: coef(summary(your_model))[,'Std. Error'] On Fri, Jan 8, 2010 at 11:35 AM, ivo welch ivo...@gmail.com wrote: 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

Re: [R] fast lm se?

2010-01-08 Thread Liaw, Andy
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

Re: [R] fast lm se?

2010-01-08 Thread Gabor Grothendieck
See ?display in the arm package. On Fri, Jan 8, 2010 at 8:35 AM, ivo welch ivo...@gmail.com wrote: 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

Re: [R] fast lm se?

2010-01-08 Thread Dirk Eddelbuettel
On 8 January 2010 at 08:35, ivo welch wrote: | 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

Re: [R] fast lm se?

2010-01-08 Thread ivo welch
naive questions--- why is this not part of the standard R distribution? fast regression is *not* an obscure need. why would an se() function not be part of the standard R distribution, given that coef() can be? naive suggestion to add to the ?lm text The underlying low level functions,