I should have written "the standard errors of the coefficients are the SQUARE ROOT of the diagonal entries of the variance-covariance matrix," as I programmed it in the code.
Daniel Malter wrote: > > Pick up a book or the like on ordinary least squares regression, which is > what lm() in its plain vanilla application does. The t-value is the > estimated coefficient divided by the standard error. The standard errors > of the coefficients are the diagonal entries of the variance-covariance > matrix. > > x<-rnorm(100) > y<-2+x+rnorm(100) > reg<-lm(y~x) > summary(reg)$coefficients > sqrt(diag(vcov(reg))) > > See also: http://en.wikipedia.org/wiki/Ordinary_least_squares > > HTH, > Daniel > > > Lao Meng wrote: >> >> Hi all: >> I have a question about lm on t-test. >> >> data(sleep) >> >> I wanna perform t-test to test the difference between the 2 groups: >> >> I can use: >> t.test(extra~group) >> >> The t.test result shows that:t = -1.8608; mean1=0.75,mean2=2.33 >> >> >> But I still wanna use: >> summary(lm(extra~group)) >> >> Intercept=0.75,which is mean1,just the same as t.test. >> group2=1.58 means the difference of the 2 groups,so >> mean2=1.58+0.75=2.33,just the same as t.test. >> And some parameters of group2(t value,Pr) are the same as t.test,since >> group2 is the difference of the 2 groups. >> >> My question is: >> How the "t value" of Intercept(group1 acturally) is calculated? >> >> >> Thanks a lot. >> >> My best >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> 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. >> > -- View this message in context: http://r.789695.n4.nabble.com/a-question-about-lm-on-t-test-tp3746371p3752068.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.
