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

[Dimitris Rizopoulos]

You need to call the summary() method to obtain the standard errors, 
e.g.,

result.plr <- polr(formula, data = mydata, method = "probit", Hess = 
TRUE)
coef(summary(result.plr))

for checking which predictors are significant you also use stepAIC() 
or the bootstrap version of it, i.e., boot.stepAIC() in the 
`bootStepAIC' package, e.g.,

library(bootStepAIC)
boot.stepAIC(result.plr, data = mydata)


I hope it helps.

Best,
Dimitris

----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/(0)16/336899
Fax: +32/(0)16/337015
Web: http://med.kuleuven.be/biostat/
     http://www.student.kuleuven.be/~m0390867/dimitris.htm


----- Original Message ----- 
From: <adschai at optonline.net>
To: <r-help at stat.math.ethz.ch>
Sent: Monday, June 04, 2007 8:02 AM
Subject: [R] How to obtain coefficient standard error from the result 
ofpolr?


> 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?
>
> 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.
>
> - adschai
>
> [[alternative HTML version deleted]]
>
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