On Aug 8, 2013, at 10:54 AM, Bert Gunter wrote:
> Perhaps
>
> ?vcov
>
> is what you are looking for.
>
> -- Bert
>
> On Thu, Aug 8, 2013 at 10:37 AM, iza.ch1 <iza....@op.pl> wrote:
>> Hi
>>
>> Can someone give me a hint on how to create a matrix with standard errors
>> from lm model? I have already managed to get the matrix with coefficients:
>>
>> coef<-as.data.frame(sapply(seq_len(ncol(es.w)),function( i) {x1<-
>> summary(lm(es.w[,i]~es.median[,i]));x1$coef[,1]}))
>>
>> but I can't get the one like this for standard errors. I do regression for
>> each column.
>>
It's a bit of a "feature" that coef(summary(lm(...))) returns a 4 column matrix
of coefficients, standard errors, t-ratios and p-values while coef(lm(...))
just returns the estimated coefficients.
?lm
?summary.lm
The third column of the coef(summary(....)) result should be ==
diag(vcov(lm(...)).
--
David Winsemius
Alameda, CA, USA
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