dear R experts---I am using the coef() function to pick off the coefficients
from an lm() object. alas, I also need the standard errors and I need them
fast. I know I can do a "summary()" on the object and pick them off this
way, but this computes other stuff I do not need. Or, I can compute (X'
X)^(-1) s^2 myself. Has someone written a fast se() function?
incidentally, I think this would make a nice addition to the R base. I
presume it is not uncommon for a statistician also to want to use the se of
coef estimates.
pointers appreciated.
regards,
/iaw
----
Ivo Welch (ivo.we...@brown.edu, ivo.we...@gmail.com)
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