[R-SIG-Finance] help on coef()

[Hodgess, Erin]

Hi Gaspar:

I'm probably oversimplifying, but you could try:
> x <- 1:10
> y <- 3 + 2*x + runif(10)
> x.lm <- lm(y~x)
> summary(x.lm)

Call:
lm(formula = y ~ x)

Residuals:
     Min       1Q   Median       3Q      Max 
-0.43425 -0.19559  0.03431  0.20469  0.40409 

Coefficients:
            Estimate Std. Error t value Pr(>|t|)    
(Intercept)  3.79881    0.20145   18.86 6.46e-08 ***
x            1.97021    0.03247   60.69 6.04e-12 ***
---
Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1 

Residual standard error: 0.2949 on 8 degrees of freedom
Multiple R-squared: 0.9978,     Adjusted R-squared: 0.9976 
F-statistic:  3683 on 1 and 8 DF,  p-value: 6.042e-12 

> x.lm$coef[1]
(Intercept) 
   3.798807 
>

-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch [mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Gaspar Núñez
Sent: Monday, August 31, 2009 1:48 PM
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] help on coef()

Hi

i´m starting to work with R to do some regressions

now, i need to extract a single estimated coeficient
so that i can use it for further calculations
i´ve been trying the coef() command (unsuccesfully)

the 3000 pages reference manual does not give enough info,
is there a way that one can solve these kind of problems
without wasting so much time to find about an apparently
simple command?

regards



-- 
Gaspar

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