Arun Kumar Saha wrote:
> Dear all R users,
>
> Can anyone tell me how I can get estimate of SE of coefficients from, lm()
> function?
>
> I tried following :
>
> x = 1:10
> lm(x[-1]~x[-10]-1)$coefficients
>
> Here I got the est. of coefficient, however I also want to get some
> "automated" way to get estimate of SE.
> y <- 2:10
> x <- 1:9
> summary(lm(y ~ x - 1))
Call:
lm(formula = y ~ x - 1)
Residuals:
Min 1Q Median 3Q Max
-0.4211 -0.1053 0.2105 0.5263 0.8421
Coefficients:
Estimate Std. Error t value Pr(>|t|)
x 1.15789 0.02883 40.17 1.62e-10 ***
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Residual standard error: 0.4867 on 8 degrees of freedom
Multiple R-Squared: 0.9951, Adjusted R-squared: 0.9944
F-statistic: 1613 on 1 and 8 DF, p-value: 1.624e-10
> coef(summary(lm(y ~ x - 1)))
Estimate Std. Error t value Pr(>|t|)
x 1.157895 0.02882750 40.16632 1.624006e-10
> coef(summary(lm(y ~ x - 1)))[,2]
[1] 0.02882750
> Regards,
>
> [[alternative HTML version deleted]]
>
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