[R] lm function

[Thomas Lumley]

On Thu, 22 Jan 2004, jenny smith wrote:

> Hi, How can I extract the standard deviation of the coefficients when
> using the lm function.  I know ____$coefficient gives me the individual
> betas.  thank you

$coefficient is not the recommended way to get the coefficients.

use coef(your.model) for the coefficients and vcov(your.model) for their
variance matrix, so that sqrt(diag(vcov(your.model))) are the standard
errors.

	-thomas



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Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle