Re: [R] standard errors

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Thu, 28 Feb 2008 12:26:36 +0100 (CET)


On Thu, 28 Feb 2008, threshold wrote:

> 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).

vcov() is the extractor function that gets you the variance-covariance matrix. Hence, sqrt(diag(vcov(obj))) gets you the standard errors. Z

> thank you in advance and best wishes, robert
>
> --
> View this message in context: http://www.nabble.com/standard-errors-tp15734141p15734141.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help_at_r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>



R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Thu 28 Feb 2008 - 11:26:56 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Thu 28 Feb 2008 - 12:30:17 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive