R help - Aug 2010 - extracting the standard error in lrm

Hi,
I would like to extract the coefficients of a logistic regression
(estimates and standard error as well) in lrm as in glm with

summary(fit.glm)$coef

Thanks
David

well, you can directly use the coef() and vcov() generics, e.g.,

library(rms)
y <- rbinom(100, 1, 0.5)
x <- runif(100, -3, 3)

Fit <- lrm(y ~ x)
Fit
coef(Fit)
sqrt(diag(vcov(Fit)))


I hope it helps.

Best,
Dimitris


On 8/11/2010 12:56 PM, david dav wrote:
> Hi,
> I would like to extract the coefficients of a logistic regression
> (estimates and standard error as well) in lrm as in glm with
>
> summary(fit.glm)$coef
>
> Thanks
> David
>
> ______________________________________________
> R-help at 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.
>
-- 
Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center

Address: PO Box 2040, 3000 CA Rotterdam, the Netherlands
Tel: +31/(0)10/7043478
Fax: +31/(0)10/7043014

On Aug 11, 2010, at 6:56 AM, david dav wrote:
> Hi,
> I would like to extract the coefficients of a logistic regression
> (estimates and standard error as well) in lrm as in glm with
>
> summary(fit.glm)$coef
>
?coef

Try instead:

coef(fit.glm)

?vcov

The accessor function for the covariance matrix is vcov, so se's for  
Wald-type tests can be derived:

diag( vcov(fit.glm) )^0.5  # or
sqrt(diag( vcov(fit.glm))

--
David Winsemius, MD
West Hartford, CT

On Wed, 11 Aug 2010, david dav wrote:
> Hi,
> I would like to extract the coefficients of a logistic regression
> (estimates and standard error as well) in lrm as in glm with
>
> summary(fit.glm)$coef
>
> Thanks
> David
coef(fit)
sqrt(diag(vcov(fit)))

But these will not be very helpful except in the trivial case where 
everything is linear, nothing interacts, and factors have two levels.

Frank