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R-beta: standard-errors-glm

3 messages · Helgi Tomasson, Thomas Lumley, Bill Venables

Helgi Tomasson
# 
I have a small problem.  I am running glm() in R-0.61.0 on Redhat 4.2.
I want to get the standard errors from the output.  If I do

out <- glm(....)
summary(out)

I get the coefficients printed as well as their correlation matrix.  If I do 

out$coefficients  I get the coefficients
out$fitted        gives me the fitted values

I can then assign the fitted values or the value of the estimated coefficients
to a variable.  How do I get the covariance matrix of the estimates?

I have tried out$R but that gives me a matrix with numbers I don't understand.

Sorry to bug you with such a simple problem.

Helgi Tomasson
Thomas Lumley
#
On Sat, 4 Apr 1998, Helgi Tomasson wrote:

            

      
      
      
    

        
Use
	summary(mymodel)$coefficients[,2]

This returns the second column of the table of coefficients, standard
errors, and t values  that is produced by summary.glm


Thomas Lumley
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      Bill Venables
    

    

      
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Helgi Tomasson writes:

 > out <- glm(....)
 > summary(out)

 > I want to get the standard errors from the output.

            

      
      
      
    

        
> How do I get the covariance matrix of the estimates?

            

      
      
      
    

        
If you want several things from the summary it is less
computation to create the object once and then extract them.

            

      
      
      
    

        
.
 .
 .

            

      
      
      
    

        
Also

            

      
      
      
    

        
gives a good idea what else is buried in the summary object.
Remember that when you print an object you don't necessarily see
everything that is there.  (This is a feature, not a bug!)