On 10/17/2010 05:41 AM, Jan private wrote: > Also, as a non-professional, I would like to know whether the function > is valid for all coefficients of lm(), e.g. coeff.test(lm(N ~ D + H), H, > "H", 70). I am aware that Verzani gives a different formula for testing > the intercept.
In a word, no, it isn't. Your SE formula only holds when "var" is the only predictor. It would be more general to extract the SE from coefficients(summary(lm.result)) (which also avoids having to pass var as an argument). -- Peter Dalgaard Center for Statistics, Copenhagen Business School Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
