Re: [R] standard errors

From: <Bill.Venables_at_csiro.au>
Date: Thu, 28 Feb 2008 22:53:43 +1000


vcov(my_fit) should get you the whole variance matrix, so sqrt(diag(vcov(my_fit))) should get you ONLY the standard errors.

-----Original Message-----
From: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org] On Behalf Of threshold
Sent: Thursday, 28 February 2008 9:06 PM To: r-help_at_r-project.org
Subject: [R] standard errors

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).

thank you in advance and best wishes, robert

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Received on Thu 28 Feb 2008 - 12:57:48 GMT

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