[R] Variable name as string
Peter Dalgaard
pdalgd at gmail.com
Sun Oct 17 10:04:54 CEST 2010
On 10/17/2010 05:41 AM, Jan private wrote:
> Also, as a non-professional, I would like to know whether the function
> is valid for all coefficients of lm(), e.g. coeff.test(lm(N ~ D + H), H,
> "H", 70). I am aware that Verzani gives a different formula for testing
> the intercept.
In a word, no, it isn't. Your SE formula only holds when "var" is the
only predictor. It would be more general to extract the SE from
coefficients(summary(lm.result)) (which also avoids having to pass var
as an argument).
--
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Phone: (+45)38153501
Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
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