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lm function
3 messages · jenny smith, Thomas Lumley, David Firth
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
$coefficient is not the recommended way to get the coefficients. use coef(your.model) for the coefficients and vcov(your.model) for their variance matrix, so that sqrt(diag(vcov(your.model))) are the standard errors. -thomas
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Thomas Lumley Assoc. Professor, Biostatistics tlumley at u.washington.edu University of Washington, Seattle
If the model is called "mymodel", you could do summary(mymodel)$coefficients[,2] or sqrt(diag(vcov(mymodel))) This gives the estimated standard errors of the coefficients, which I think is what you wanted. David
On Thursday, Jan 22, 2004, at 20:35 Europe/London, 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 --------------------------------- [[alternative HTML version deleted]]
______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html