Hi,
How can I extract the standard deviation of the coefficients when using the lm
function. I know $coefficient gives me the individual betas. thank you
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On Thu, 22 Jan 2004, jenny smith wrote:
Hi, How can I extract the standard deviation of the coefficients when
using the lm function. I know $coefficient gives me the individual
betas. thank you
$coefficient is not the recommended way to get the coefficients.
use coef(your.model) for
If the model is called mymodel, you could do
summary(mymodel)$coefficients[,2]
or
sqrt(diag(vcov(mymodel)))
This gives the estimated standard errors of the coefficients, which I
think is what you wanted.
David
On Thursday, Jan 22, 2004, at 20:35 Europe/London, jenny smith wrote:
Hi,
