fast lm se?
You can get SE with this: coef(summary(your_model))[,'Std. Error']
On Fri, Jan 8, 2010 at 11:35 AM, ivo welch <ivowel at gmail.com> wrote:
dear R experts---I am using the coef() function to pick off the coefficients from an lm() object. ?alas, I also need the standard errors and I need them fast. ?I know I can do a "summary()" on the object and pick them off this way, but this computes other stuff I do not need. ?Or, I can compute (X' X)^(-1) s^2 myself. ?Has someone written a fast se() function? incidentally, I think this would make a nice addition to the R base. ?I presume it is not uncommon for a statistician also to want to use the se of coef estimates. pointers appreciated. regards, /iaw ---- Ivo Welch (ivo.welch at brown.edu, ivo.welch at gmail.com) ? ? ? ?[[alternative HTML version deleted]]
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