[R] Standard error values returned by lm()

From: Nick Chorley <nick.chorley_at_gmail.com>
Date: Thu, 27 Mar 2008 09:36:58 +0000


This may be a stupid question, but how are the "std. error" values returned by lm() calculated? For example

> summary(lm)

lm(formula = log10(moments[2, 1:10]) ~ log10(L_vals[1:10]))


       Min 1Q Median 3Q Max -0.0052534 -0.0019473 0.0006785 0.0011740 0.0059541


                     Estimate Std. Error t value Pr(>|t|)
(Intercept)         -0.520639   0.002488  -209.2 3.05e-16 ***
log10(L_vals[1:10]) 0.112666 0.003446 32.7 8.35e-10 ***

I can't find any documentation on this.


Nicky Chorley

        [[alternative HTML version deleted]]

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 27 Mar 2008 - 09:39:19 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 27 Mar 2008 - 14:00:24 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