[R] standard errors
Bill.Venables at csiro.au
Bill.Venables at csiro.au
Thu Feb 28 13:53:43 CET 2008
vcov(my_fit) should get you the whole variance matrix, so
sqrt(diag(vcov(my_fit))) should get you ONLY the standard errors.
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of threshold
Sent: Thursday, 28 February 2008 9:06 PM
To: r-help at r-project.org
Subject: [R] standard errors
Hi, guess my problem has simple solution.
I want to extract ONLY Std. Errors of Max. Lik. estimates
(my_fit<-mle(object,...)), the same as I can do with estimates by:
x<-as. matrix(coef(my_fit)).
I could not find any function similar to 'coef(my_fit)', which extracts
only
Standard Errors. So far all I can do is to type: summary(my_fit) and
then
get the whole output (with Standard Eroros involved).
thank you in advance and best wishes, robert
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