从glm中提取标准错误 [英] Extract standard errors from glm

问题描述

我做了一个glm，我只想提取每个系数的标准误差.我在网上看到了功能se.coef()，但是它不起作用，它返回了 "Error: could not find function "se.coef"" .

I did a glm and I just want to extract the standard errors of each coefficient. I saw on the internet the function se.coef() but it doesn't work, it returns "Error: could not find function "se.coef"".

推荐答案

所需的信息存储在summary()返回的coefficients对象中.您可以这样提取它:summary(glm.D93)$coefficients[, 2]

The information you're after is stored in the coefficients object returned by summary(). You can extract it thusly: summary(glm.D93)$coefficients[, 2]

#Example from ?glm
counts <- c(18,17,15,20,10,20,25,13,12)
outcome <- gl(3,1,9)
treatment <- gl(3,3)
print(d.AD <- data.frame(treatment, outcome, counts))
glm.D93 <- glm(counts ~ outcome + treatment, family=poisson())

#coefficients has the data of interest
> summary(glm.D93)$coefficients
                 Estimate Std. Error       z value     Pr(>|z|)
(Intercept)  3.044522e+00  0.1708987  1.781478e+01 5.426767e-71
outcome2    -4.542553e-01  0.2021708 -2.246889e+00 2.464711e-02
outcome3    -2.929871e-01  0.1927423 -1.520097e+00 1.284865e-01
treatment2   1.337909e-15  0.2000000  6.689547e-15 1.000000e+00
treatment3   1.421085e-15  0.2000000  7.105427e-15 1.000000e+00

#So extract the second column
> summary(glm.D93)$coefficients[, 2]
(Intercept)    outcome2    outcome3  treatment2  treatment3 
  0.1708987   0.2021708   0.1927423   0.2000000   0.2000000 

查看names(summary(glm.D93))，以快速查看返回的所有内容.如果您想查看正在进行的特定计算，可以通过检出summary.glm来找到更多详细信息，尽管除非您< 3统计信息，否则可能不一定每次都需要该详细信息级别.

Take a look at names(summary(glm.D93)) for a quick review of everything that is returned. More details can be found by checking out summary.glm if you want to see the specific calculations that are going on, though that level of detail probably is not needed every time, unless you <3 statistics.

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