Dear All, sorry for bothering you with a simple (?) question. Is it possible to save the std.error of the estimated coefficients obtained by the summary.lm function? Something analogous to coef( )? Thank you, Nina -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Nina Lieske <nina.lieske at planet-interkom.de> writes:> Dear All, > sorry for bothering you with a simple (?) question. > > Is it possible to save the std.error of the estimated coefficients > obtained by the summary.lm function? Something analogous to coef( )?Have a look at the example(summary.lm)... -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /''_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
> Date: Tue, 23 May 2000 16:21:55 +0200 > From: Nina Lieske <nina.lieske at planet-interkom.de> > X-Accept-Language: de,en > To: r-help at stat.math.ethz.ch > Subject: [R] std.error of coefficients in lm > > Dear All, > sorry for bothering you with a simple (?) question. > > Is it possible to save the std.error of the estimated coefficients > obtained by the summary.lm function? Something analogous to coef( )?The trick here is to remember (know) that summary returns something that print.summary prints. So> example(lm) > summary(lm.D9)Call: lm(formula = weight ~ group) Residuals: Min 1Q Median 3Q Max -1.0710 -0.4937 0.0685 0.2462 1.3690 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 5.0320 0.2202 22.850 9.55e-15 groupTrt -0.3710 0.3114 -1.191 0.249 ...> names(.Last.value)[1] "call" "terms" "residuals" "coefficients" [5] "sigma" "df" "r.squared" "adj.r.squared" [9] "fstatistic" "cov.unscaled"> summary(lm.D9)$coeffEstimate Std. Error t value Pr(>|t|) (Intercept) 5.032 0.2202177 22.850117 9.547918e-15 groupTrt -0.371 0.3114349 -1.191260 2.490232e-01> summary(lm.D9)$coeff[, "Std. Error"](Intercept) groupTrt 0.2202177 0.3114349 as required. You could write a little function to do this. More generally, the vcov function in the MASS package extracts variance-covariance matrices, so try library(MASS) sqrt(diag(vcov(lm.D9))) (Intercept) groupTrt 0.2202177 0.3114349 This works for lots of model classes, for example glm, nls, polr, multinom.... -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
On Tue, 23 May 2000, Nina Lieske wrote:> Dear All, > sorry for bothering you with a simple (?) question. > > Is it possible to save the std.error of the estimated coefficients > obtained by the summary.lm function? Something analogous to coef( )?I usually use vcov in MASS library to calculate variance and covariance matrix of the estimate. Danar. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._