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y2
2006 Sep 17
2
Standard error of coefficient in linear regression
...c: 15.69 on 1 and 4 DF, p-value: 0.01666
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I can calculate the standard error of the estimate, according to the
equation [2]...
> S.m <- lm(sales ~ exped, data = S)
> S$pred <- predict(S.m)
> S$ye <- S$sales - S$pred
> S$ye2 <- S$ye ^ 2
> Se <- sqrt(sum(S$ye2)/(length(S$sales) - 1 - 1))
> Se
[1] 2.636901
...which matches the "Residual standard error" and I'm on the right
track. Next step would be to use the equation [3] to calculate the
standard error of the regression coefficient (here: expe...