R-beta: standard-errors-glm --- using str(.) ..
Martin Maechler
maechler at stat.math.ethz.ch
Mon Apr 6 10:40:12 CEST 1998
>>>>> "Bill" == Bill Venables <wvenable at attunga.stats.adelaide.edu.au> writes:
Bill> Helgi Tomasson writes:
>> out <- glm(....) summary(out)
>> I want to get the standard errors from the output.
>> SE <- summary(out)$coef[, 2]
>> How do I get the covariance matrix of the estimates?
>> summary(out)$covmat
Bill> If you want several things from the summary it is less
Bill> computation to create the object once and then extract them.
>> out <- glm(...) sout <- summary(out) sout
Bill> . . .
>> SE <- sout$coef[, 2] Vm <- sout$covmat
Bill> Also
>> names(sout)
Bill> gives a good idea what else is buried in the summary object.
Bill> Remember that when you print an object you don't necessarily see
Bill> everything that is there. (This is a feature, not a bug!)
And to put in my favorite:
In R, (and in S if you get it from Statlib),
you can also use
str(sout)
--------- "STRucture of 'sout'"
to show a little more than just the names, but still quite compactly,
especially when called as
str(sout, give.attr = FALSE, max=1)
E.g. for the Annette Dobson's example from "?glm"
(and current "unstable" version 0.62 of R):
> sout <-summary(glm.D93)
> str(sout, give.attr=F, max=1)
List of 17
$ call : language glm(formula = counts ~ outcome + treatment, family = poisson())
$ terms :Class 'terms' length 3 counts ~ outcome + treatment
$ family :List of 11
$ deviance : num 5.13
$ aic : num 56.8
$ contrasts : Named chr [1:2] contr.treatment contr.poly
$ df.residual : num 4
$ null.deviance : num 10.6
$ df.null : num 8
$ iter : int 2
$ deviance.resid: num [1:9] -0.671 0.963 -0.170 -0.220 -0.956 ...
$ aic : num 56.8
$ coefficients : num [1:5, 1:4] 3.04e+00 -4.54e-01 -2.93e-01 1.92e-08 8.38e-09 ...
$ dispersion : num 1
$ df : num [1:2] 5 4
$ cov.unscaled : num [1:5, 1:5] 0.0292 -0.0159 -0.0159 -0.0200 -0.0200 ...
$ cov.scaled : num [1:5, 1:5] 0.0292 -0.0159 -0.0159 -0.0200 -0.0200 ...
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