[R] How to obtain coefficient standard error from the result of polr?

Prof Brian Ripley ripley at stats.ox.ac.uk
Mon Jun 4 08:53:32 CEST 2007


On Mon, 4 Jun 2007, adschai at optonline.net wrote:

> Hi - I am using polr. I can get a result from polr fit by calling
>
> result.plr <- polr(formula, data=mydata, method="probit");
>
> However, from the 'result.plr', how can I access standard error of the 
> estimated coefficients as well as the t statistics for each one of them?

You do this from summary(result.plr), possibly via 
coef(summary(result.plr))

> What I would like to do ultimately is to see which coefficients are not 
> significant and try to refit the model again by excluding those 
> variables out. I would appreciate if anyone could give some hint on 
> this. Thank you.

There is a multiple comparisons problem in doing that, especially so if 
the coefficients refer to multi-level factors.  Using stepAIC is 
better-supported.

> - adschai
>
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>
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-- 
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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