stdEr {maxLik} | R Documentation |
Extract standard deviations from estimated models.
stdEr(x, ...) ## Default S3 method: stdEr(x, ...) ## S3 method for class 'lm': stdEr(x, ...)
x |
a statistical model, such as created by lm |
... |
further arguments for methods |
stdEr
is a generic function with methods for objects of "lm"
class. The default method returns the square root of the diagonal of
the variance-covariance matrix.
numeric, the estimated standard errors of the coefficients.
Ott Toomet otoomet@ut.ee
## ML estimation of exponential duration model: t <- rexp(100, 2) loglik <- function(theta) log(theta) - theta*t ## Estimate with numeric gradient and hessian a <- maxLik(loglik, start=1, print.level=2) stdEr(a)