R help - Aug 2013 - matrix with standard errors of lm model

Hi 

Can someone give me a hint on how to create a matrix with standard errors from
lm model? I have already managed to get the matrix with coefficients:

coef<-as.data.frame(sapply(seq_len(ncol(es.w)),function( i) {x1<-
summary(lm(es.w[,i]~es.median[,i]));x1$coef[,1]}))

but I can't get the one like this for standard errors. I do regression for
each column.


Thanks a lot :)

Perhaps

?vcov

is what you are looking for.

-- Bert

On Thu, Aug 8, 2013 at 10:37 AM, iza.ch1 <iza.ch1 at op.pl>
wrote:
> Hi
>
> Can someone give me a hint on how to create a matrix with standard errors
from lm model? I have already managed to get the matrix with coefficients:
>
> coef<-as.data.frame(sapply(seq_len(ncol(es.w)),function( i) {x1<-
summary(lm(es.w[,i]~es.median[,i]));x1$coef[,1]}))
>
> but I can't get the one like this for standard errors. I do regression
for each column.
>
>
> Thanks a lot :)
>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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