How do I reference a regression model's coefficient's standard errors?
If I have a dataset:
data = data.frame(xdata = 1:10,ydata = 6:15)
and I run a linear regression:
fit = lm(ydata~.,data = data) out = summary(fit) Call: lm(formula = ydata ~ ., data = data) Residuals: Min 1Q Median 3Q Max -5.661e-16 -1.157e-16 4.273e-17 2.153e-16 4.167e-16 Coefficients: Estimate Std. Error t value Pr(>|t|) (Intercept) 5.000e+00 2.458e-16 2.035e+16 <2e-16 *** xdata 1.000e+00 3.961e-17 2.525e+16 <2e-16 *** --- Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 3.598e-16 on 8 degrees of freedom Multiple R-squared: 1, Adjusted R-squared: 1 F-statistic: 6.374e+32 on 1 and 8 DF, p-value: < 2.2e-16
How do I extract the standard errors of the regression coefficients from either fit or out? I can't seem to figure it out. Thanks!
coef(summary(model))[, "Std. Error"]Works pretty well. $\endgroup$