[R] Est of SE of coefficients from lm() function

[Chuck Cleland]

Arun Kumar Saha wrote:
> Dear all R users,
> 
> Can anyone tell me how I can get estimate of SE of coefficients from, lm()
> function?
> 
> I tried following :
> 
> x = 1:10
> lm(x[-1]~x[-10]-1)$coefficients
> 
> Here I got the est. of coefficient, however I also want to get some
> "automated" way to get estimate of SE.

> y <- 2:10
> x <- 1:9

> summary(lm(y ~ x - 1))

Call:
lm(formula = y ~ x - 1)

Residuals:
    Min      1Q  Median      3Q     Max
-0.4211 -0.1053  0.2105  0.5263  0.8421

Coefficients:
  Estimate Std. Error t value Pr(>|t|)
x  1.15789    0.02883   40.17 1.62e-10 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1

Residual standard error: 0.4867 on 8 degrees of freedom
Multiple R-Squared: 0.9951,     Adjusted R-squared: 0.9944
F-statistic:  1613 on 1 and 8 DF,  p-value: 1.624e-10

> coef(summary(lm(y ~ x - 1)))
  Estimate Std. Error  t value     Pr(>|t|)
x 1.157895 0.02882750 40.16632 1.624006e-10

> coef(summary(lm(y ~ x - 1)))[,2]
[1] 0.02882750

> Regards,
> 
> 	[[alternative HTML version deleted]]
> 
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-- 
Chuck Cleland, Ph.D.
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