On Fri, 24 Aug 2007, Arun Kumar Saha wrote: > Dear all R users, > > Can anyone tell me how I can get estimate of SE of coefficients from, lm() > function?
The vcov() function extracts the estimated covariance matrix: fm <- lm(...) vcov(fm) Thus, you can get the ESE via sqrt(diag(vcov(fm))) hth, Z > 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. > > Regards, > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
