Message-ID: <da79af331001080540y4993ce4fq4b05dbb7e8011c7b@mail.gmail.com>
Date: 2010-01-08T13:40:39Z
From: Henrique Dallazuanna
Subject: fast lm se?
In-Reply-To: <50d1c22d1001080535y6a2c0041w574bc7623b1bbc43@mail.gmail.com>
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]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
--
Henrique Dallazuanna
Curitiba-Paran?-Brasil
25? 25' 40" S 49? 16' 22" O