Standard Errors of Estimated Parameters

Outputs vector of standard errors of an estimated parameter vector.

Usage

se(object)

Arguments

object

Object for which S3 method vcov can be applied

Value

Vector

See also

survey::SE

Examples

#############################################################################
# EXAMPLE 1: Toy example with lm function
#############################################################################

set.seed(906)
N <- 100
x <- seq(0,1,length=N)
y <- .6*x + stats::rnorm(N, sd=1)
mod <- stats::lm( y ~ x )
coef(mod)
#> (Intercept)           x 
#>  -0.2400624   0.9804859 
vcov(mod)
#>             (Intercept)           x
#> (Intercept)  0.04197905 -0.06265215
#> x           -0.06265215  0.12530431
se(mod)
#> (Intercept)           x 
#>   0.2048879   0.3539835 
summary(mod)
#> 
#> Call:
#> stats::lm(formula = y ~ x)
#> 
#> Residuals:
#>      Min       1Q   Median       3Q      Max 
#> -2.63243 -0.66176 -0.01975  0.72220  2.57042 
#> 
#> Coefficients:
#>             Estimate Std. Error t value Pr(>|t|)   
#> (Intercept)  -0.2401     0.2049  -1.172  0.24417   
#> x             0.9805     0.3540   2.770  0.00671 **
#> ---
#> Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#> 
#> Residual standard error: 1.032 on 98 degrees of freedom
#> Multiple R-squared:  0.0726,	Adjusted R-squared:  0.06314 
#> F-statistic: 7.672 on 1 and 98 DF,  p-value: 0.006709
#>