[R] Standard error values returned by lm()

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


Hi,

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

> summary(lm)

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

Residuals:

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

Coefficients:

                     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.

Regards,

Nicky Chorley

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