[R] StructTS standard errors

David Winsemius dwinsemius at comcast.net
Mon Dec 21 22:50:52 CET 2009


Alternate hypotheses:

HA1: There is no one in the readership who is familiar with the  
function (unlikely), or among those lacking knowledge of what package  
it might reside in (such as myself)  chose not to look up what you  
might have provided on the first posting: a self-contained example to  
work with.

HA2: Your question also suggests a certain statistical confusion. Do  
your really want standard errors of estimated variances? That would be  
somewhat unusual. Or do you want to take the square-roots of the  
variances to get standard errors of the estimated coefficients?


On Dec 21, 2009, at 4:26 PM, Giovanni Petris wrote:

>
> Sorry for asking again, but I did not receive any answers - I know  
> it's a busy time... ;-)
>
> Shell I conclude that it is not possible to obtain standard errors  
> from StructTS()
> or its output?
>
> Thanks,
> Giovanni Petris
>
> ----- Original Message -----
> From: Giovanni Petris <gpetris at uark.edu>
> Date: Thursday, December 17, 2009 10:13 am
> Subject: [R] StructTS standard errors
>
>>
>> Hello,
>>
>> Does anybody know if (and how) it is possible to obtain standard
>> errors of estimated variances from StructTS? (R 2.10.0).
>>
>> Thank you in advance,
>> Giovanni
-- 
David Winsemius, MD
Heritage Laboratories
West Hartford, CT



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