Displaying 1 result from an estimated 1 matches for "tp23987737p24008764".
2009 Jun 11
1
standard error beta glm
Dear All,
The std. error of the estimated coefficients
obtained by the summary.lm function can be calculated
as:
y=rnorm(20)
x=y+rnorm(20)
fit <- lm(y ~ x)
summary(fit)
sqrt( sum(fit$resid**2)/fit$df.resid * solve(t(model.matrix(fit))%*%model.matrix(fit)) )
Is posible calculate Std. Error for glm as lm, using
cov(hat beta) = phi * solve(t(X) %*% hat W %*% X)^-1
on R? Who is hat W and