[R] How to Extract Std.Error
Prof Brian Ripley
ripley at stats.ox.ac.uk
Thu Oct 30 19:52:02 CET 2003
Or use the generic function vcov.
On Thu, 30 Oct 2003, Thomas Petzoldt wrote:
> umeno wrote:
>
> > I would like to know if anyone has any idea of how to extract Std.Error from
> > the regression output. I know how to extract coefficients, but I could not
> > figure out how to retrieve std. error...
>
> Given a model like this
>
> model <- lm(y~x)
>
> first analyse the data structure of the summary() with
>
> str(summary(model))
>
> looking into this, the following (or something similar for the other
> values) should work:
>
> summary(reg)$coefficients[,2]
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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