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)$coefficients Here I got the est. of coefficient, however I also want to get some "automated" way to get estimate of SE. Regards, [[alternative HTML version deleted]]
Arun Kumar Saha wrote:> Dear all R users, > > Can anyone tell me how I can get estimate of SE of coefficients from, lm() > function? > > I tried following : > > x = 1:10 > lm(x[-1]~x[-10]-1)$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 1.15789 0.02883 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 at 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
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 at 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. > >
Maybe Matching Threads
- estimada comunidad, escribi a r-help haciendo una pregunta y recibi este mail ... de que se trata esto ? algun problema de seguridad ? saludos, eric.
- Reading a file with read.csv: two character rows not interpreted as I hope
- Olivier Castien/Roncq/Infofrance/FRA/TZG est absent.
- Olivier Castien/Roncq/Infofrance/FRA/TZG est absent.
- Jean-Francois RAMI/RPG/SEMENCES/EURALIS est absent.