Alternate hypotheses:
HA1: There is no one in the readership who is familiar with the
function (unlikely), or among those lacking knowledge of what package
it might reside in (such as myself) chose not to look up what you
might have provided on the first posting: a self-contained example to
work with.
HA2: Your question also suggests a certain statistical confusion. Do
your really want standard errors of estimated variances? That would be
somewhat unusual. Or do you want to take the square-roots of the
variances to get standard errors of the estimated coefficients?
On Dec 21, 2009, at 4:26 PM, Giovanni Petris wrote:
Sorry for asking again, but I did not receive any answers - I know
it's a busy time... ;-)
Shell I conclude that it is not possible to obtain standard errors
from StructTS()
or its output?
Thanks,
Giovanni Petris
----- Original Message -----
From: Giovanni Petris <gpet...@uark.edu>
Date: Thursday, December 17, 2009 10:13 am
Subject: [R] StructTS standard errors
Hello,
Does anybody know if (and how) it is possible to obtain standard
errors of estimated variances from StructTS? (R 2.10.0).
Thank you in advance,
Giovanni
--
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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