[R] standard errors

Achim Zeileis Achim.Zeileis at wu-wien.ac.at
Thu Feb 28 12:26:36 CET 2008


On Thu, 28 Feb 2008, threshold wrote:

> 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).

vcov() is the extractor function that gets you the variance-covariance
matrix. Hence, sqrt(diag(vcov(obj))) gets you the standard errors.
Z

> thank you in advance and best wishes, robert
>
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