[R] fast lm se?

[Henrique Dallazuanna]

You can get SE with this:

coef(summary(your_model))[,'Std. Error']



On Fri, Jan 8, 2010 at 11:35 AM, ivo welch <ivowel at gmail.com> wrote:
> dear R experts---I am using the coef() function to pick off the coefficients
> from an lm() object.  alas, I also need the standard errors and I need them
> fast.  I know I can do a "summary()" on the object and pick them off this
> way, but this computes other stuff I do not need.  Or, I can compute (X'
> X)^(-1) s^2 myself.  Has someone written a fast se() function?
>
> incidentally, I think this would make a nice addition to the R base.  I
> presume it is not uncommon for a statistician also to want to use the se of
> coef estimates.
>
> pointers appreciated.
>
> regards,
>
> /iaw
> ----
> Ivo Welch (ivo.welch at brown.edu, ivo.welch at gmail.com)
>
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>
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-- 
Henrique Dallazuanna
Curitiba-Paraná-Brasil
25° 25' 40" S 49° 16' 22" O