[R] extracting Std. Error value from lm/nls

[Liaw, Andy]

?summary.lm says, under the "Value" section,

coefficients: a p x 4 matrix with columns for the estimated coefficient,
              its standard error, t-statistic and corresponding (two-
              sided) p-value.

so try summary(fit.lm)$coefficients[,1:2] to get the coefficients and their
SEs.

For nls, it takes a bit more digging, as the documentation is a bit sparse.
Something like:

 summary(nlsfit)$parameters[,1:2]

will give what you want.

Cheers,
Andy

-----Original Message-----
From: Antonio Olinto [mailto:aolinto at bignet.com.br]
Sent: Wednesday, October 30, 2002 11:05 AM
To: R-Help
Subject: [R] extracting Std. Error value from lm/nls


Hi,

How to extract Std. Error values from a lm or a nls?

With coef(model), coef(model)[1], coef(model)[2] and df.residual(model)  I
can get the coeffcients and the degrees of freedom but I couldn't find a way
to get Std. Error  values.

Thanks,

Antonio Olinto




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