lm function
On Thu, 22 Jan 2004, jenny smith wrote:
Hi, How can I extract the standard deviation of the coefficients when using the lm function. I know ____$coefficient gives me the individual betas. thank you
$coefficient is not the recommended way to get the coefficients. use coef(your.model) for the coefficients and vcov(your.model) for their variance matrix, so that sqrt(diag(vcov(your.model))) are the standard errors. -thomas
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Thomas Lumley Assoc. Professor, Biostatistics tlumley at u.washington.edu University of Washington, Seattle