[R] How to Extract Std.Error
Douglas Bates
bates at stat.wisc.edu
Thu Oct 30 20:06:26 CET 2003
Thomas Petzoldt <petzoldt at rcs.urz.tu-dresden.de> writes:
> 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]
It would be better form to use
coef(summary(reg))[, 2]
or even
coef(summary(reg))[, "Std. Error"]
It is safer to use extractor functions like coef() than to rely on the
object returned by summary having components with particular names.
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