spautolm - standard errors of regression paramters
On Mon, 5 Nov 2007, Sam Field wrote:
List, I would like to grab the standard errors of the regression parameters from an spautolm object. Currently I am using... mod1 <- spautolm(y~var1 + var2,....) mod1_sd <- (diag(mod1$fit[["imat"]])^2
As with most model fitting functions, you use the summary method, so summary(mod1)$Coef is a four-column matrix, and summary(mod1)$Coef[,2] is the column you want. Roger PS. Reading summary.spautolm shows that the diagonal values of the matrix you refer to are the squares of the SE values.
This does produce a vector of the diagonal elements of a matrix that look like a variance covariance matrix (correct dimensions and row and column labels), but the values I get do not agree with what the summary() function displays -- they also seem implausibly small. any hints? Thanks! Sam
Roger Bivand Economic Geography Section, Department of Economics, Norwegian School of Economics and Business Administration, Helleveien 30, N-5045 Bergen, Norway. voice: +47 55 95 93 55; fax +47 55 95 95 43 e-mail: Roger.Bivand at nhh.no