[英]How do I print the variance of an lm in R without computing from the Standard Error by hand?
Simple question really!真的很简单的问题! I am running lots of linear regressions of
y~x
and want to obtain the variance for each regression without computing it from hand from the Standard Error output given in the summary.lm
command.我正在运行大量
y~x
的线性回归,并希望获得每个回归的方差,而无需根据summary.lm
命令中给出的标准误差输出手动计算它。 Just to save a bit of time :-).只是为了节省一点时间:-)。 Any ideas of the command to do this?
执行此操作的命令的任何想法? Or will I have to write a function to do it myself?
还是我必须编写一个函数来自己做?
m<-lm(Alopecurus.geniculatus~Year)
> summary(m)
Call:
lm(formula = Alopecurus.geniculatus ~ Year)
Residuals:
Min 1Q Median 3Q Max
-19.374 -8.667 -2.094 9.601 21.832
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 700.3921 302.2936 2.317 0.0275 *
Year -0.2757 0.1530 -1.802 0.0817 .
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 11.45 on 30 degrees of freedom
(15 observations deleted due to missingness)
Multiple R-squared: 0.09762, Adjusted R-squared: 0.06754
F-statistic: 3.246 on 1 and 30 DF, p-value: 0.08168
So I get a Standard Error output and I was hoping to get a Variance output without calculating it by hand...所以我得到一个标准错误输出,我希望在不手动计算的情况下得到一个方差输出......
I'm not sure what you want the variance of.我不确定你想要什么方差。
If you want the residual variance, it's: (summary(m)$sigma)**2
.如果您想要残差方差,
(summary(m)$sigma)**2
: (summary(m)$sigma)**2
。
If you want the variance of your slope , it's: (summary(m)$coefficients[2,2])**2
, or vcov(m)[2,2]
.如果您想要斜率的方差,
(summary(m)$coefficients[2,2])**2
: (summary(m)$coefficients[2,2])**2
或vcov(m)[2,2]
。
vcov(m)
给出系数的协方差矩阵——对角线上的方差。
if you're referring to the standard errors for the coefficient estimates, the answer is如果你指的是系数估计的标准误差,答案是
summary(m)$coef[,2]
and if you're referring to the estimated residual variance, it's如果你指的是估计的残差方差,那就是
summary(m)$sigma
Type names( summary(m) )
and names(m)
for other information you can access.键入
names( summary(m) )
和names(m)
以获取您可以访问的其他信息。
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