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 g
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
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