Hi, See inline.
On Tue, Mar 13, 2012 at 6:38 AM, D_Tomas <tomasm...@hotmail.com> wrote: > Dear userRs, > > when applied the summary function to a glm fit (e.g Poisson) the parameter > table provides the categorical variables assuming that the first level > estimate (in alphabetical order) is 0. > > What is the standard error for that variable then? That is not a variable per se. Say you have a 3 level factor, the default coding is to create two 1/0 vectors, and the parameter estimates and standard errors are for those 'dummy' vectors. Information about the reference group is encoded, there is not an explicit estimate for it with a standard error (notable exception when there are no other variables, the intercept is essentially the reference group, and the other estimates are deviations from that). > > Are the standard errors calculated assuming a normal distribution? I am not completely sure I know what you mean by this. It is assumed that the z value (Estimate/Std. Error) is normally distributed, if that answers your question? Cheers, Josh > > Many thanks, > > > > -- > View this message in context: > http://r.789695.n4.nabble.com/Standard-errors-GLM-tp4469086p4469086.html > Sent from the R help mailing list archive at Nabble.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. -- Joshua Wiley Ph.D. Student, Health Psychology Programmer Analyst II, Statistical Consulting Group University of California, Los Angeles https://joshuawiley.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.
