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 > > -- > View this message in context: > http://www.nabble.com/standard-errors-tp15734141p15734141.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > 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. > > ______________________________________________ R-help@r-project.org mailing list 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.
