R help - Apr 2008 - Extracting coefficients' standard errors from linear model

Dear all,

Hope this question is not too trivial...

In order to correct standard errors from an estimation of a fixed 
effects regression model y need to extract the vector of standard errors 
of the coefficients of a simple linear model estimated using

lm(var1~var2+var3+var4)

Unfortunately I can't find out the corresponding function.

Thank you very much for your help.

Uli



-- 
Uli Kleinwechter
Department of Agricultural Economics and Social Sciences
Faculty of Agriculture and Horticulture
Humboldt University of Berlin
Unter den Linden 6
D-10099 Berlin, Germany
Phone: (+49) 30 2093 6124, Fax. (+49) 30 2093 6301
E-mail: uli.kleinwechter at agrar.hu-berlin.de

Uli Kleinwechter <ulikleinwechter at yahoo.com.mx> wrote in
news:4811E2E9.3080603 at yahoo.com.mx: 
> Dear all,
> 
> Hope this question is not too trivial...
> 
> In order to correct standard errors from an estimation of a fixed 
> effects regression model y need to extract the vector of standard
> errors of the coefficients of a simple linear model estimated using
> 
> lm(var1~var2+var3+var4)
> 
> Unfortunately I can't find out the corresponding function.
See if vcov() suits. From the lm() help page an example:
> ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
> trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
> group <- gl(2,10,20, labels=c("Ctl","Trt"))
> weight <- c(ctl, trt)
> lm.D9 <- lm(weight ~ group)
Then look at summary(lm.D9) and these results:
> vcov(lm.D9)[2,2]
[1] 0.09699167
> vcov(lm.D9)[2,2]^(1/2)
[1] 0.3114349

diag(vcov(lm.mdl))^(1/2) may be needed to get the vector you seek.

-- 
David Winsemius

Try:

 summary(lm.D9)[["coefficients"]][,2]

On Fri, Apr 25, 2008 at 10:55 AM, Uli Kleinwechter <
ulikleinwechter@yahoo.com.mx> wrote:
> Dear all,
>
> Hope this question is not too trivial...
>
> In order to correct standard errors from an estimation of a fixed
> effects regression model y need to extract the vector of standard errors
> of the coefficients of a simple linear model estimated using
>
> lm(var1~var2+var3+var4)
>
> Unfortunately I can't find out the corresponding function.
>
> Thank you very much for your help.
>
> Uli
>
>
>
> --
> Uli Kleinwechter
> Department of Agricultural Economics and Social Sciences
> Faculty of Agriculture and Horticulture
> Humboldt University of Berlin
> Unter den Linden 6
> D-10099 Berlin, Germany
> Phone: (+49) 30 2093 6124, Fax. (+49) 30 2093 6301
> E-mail: uli.kleinwechter@agrar.hu-berlin.de
>
> ______________________________________________
> R-help@r-project.org 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.
>


-- 
Henrique Dallazuanna
Curitiba-Paraná-Brasil
25° 25' 40" S 49° 16' 22" O

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