[R] lm function
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 - [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] lm function
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 $coefficient is not the recommended way to get the coefficients. use coef(your.model) for the coefficients and vcov(your.model) for their variance matrix, so that sqrt(diag(vcov(your.model))) are the standard errors. -thomas - [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Thomas Lumley Assoc. Professor, Biostatistics [EMAIL PROTECTED] University of Washington, Seattle __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Re: [R] lm function
If the model is called mymodel, you could do summary(mymodel)$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, 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 - [[alternative HTML version deleted]] __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html __ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
