Re: [R] Standard error values returned by lm()

From: Uwe Ligges <ligges_at_statistik.tu-dortmund.de>
Date: Thu, 27 Mar 2008 11:03:33 +0100

Type summary.lm and read the code.

Best,
Uwe Ligges

Nick Chorley wrote:
> 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
>
> [[alternative HTML version deleted]]
>
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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 - 13:49:20 GMT

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