[R] Est of SE of coefficients from lm() function
Dear all R users, Can anyone tell me how I can get estimate of SE of coefficients from, lm() function? I tried following : x = 1:10 lm(x[-1]~x[-10]-1)$coefficients Here I got the est. of coefficient, however I also want to get some automated way to get estimate of SE. Regards, [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Est of SE of coefficients from lm() function
Arun Kumar Saha wrote: Dear all R users, Can anyone tell me how I can get estimate of SE of coefficients from, lm() function? I tried following : x = 1:10 lm(x[-1]~x[-10]-1)$coefficients Here I got the est. of coefficient, however I also want to get some automated way to get estimate of SE. y - 2:10 x - 1:9 summary(lm(y ~ x - 1)) Call: lm(formula = y ~ x - 1) Residuals: Min 1Q Median 3Q Max -0.4211 -0.1053 0.2105 0.5263 0.8421 Coefficients: Estimate Std. Error t value Pr(|t|) x 1.157890.02883 40.17 1.62e-10 *** --- Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 Residual standard error: 0.4867 on 8 degrees of freedom Multiple R-Squared: 0.9951, Adjusted R-squared: 0.9944 F-statistic: 1613 on 1 and 8 DF, p-value: 1.624e-10 coef(summary(lm(y ~ x - 1))) Estimate Std. Error t value Pr(|t|) x 1.157895 0.02882750 40.16632 1.624006e-10 coef(summary(lm(y ~ x - 1)))[,2] [1] 0.02882750 Regards, [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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. -- Chuck Cleland, Ph.D. NDRI, Inc. 71 West 23rd Street, 8th floor New York, NY 10010 tel: (212) 845-4495 (Tu, Th) tel: (732) 512-0171 (M, W, F) fax: (917) 438-0894 __ R-help@stat.math.ethz.ch 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.
Re: [R] Est of SE of coefficients from lm() function
On Fri, 24 Aug 2007, Arun Kumar Saha wrote: Dear all R users, Can anyone tell me how I can get estimate of SE of coefficients from, lm() function? The vcov() function extracts the estimated covariance matrix: fm - lm(...) vcov(fm) Thus, you can get the ESE via sqrt(diag(vcov(fm))) hth, Z I tried following : x = 1:10 lm(x[-1]~x[-10]-1)$coefficients Here I got the est. of coefficient, however I also want to get some automated way to get estimate of SE. Regards, [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch 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. __ R-help@stat.math.ethz.ch 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.
