Hi
Can someone give me a hint on how to create a matrix with standard errors from
lm model? I have already managed to get the matrix with coefficients:
coef<-as.data.frame(sapply(seq_len(ncol(es.w)),function( i) {x1<-
summary(lm(es.w[,i]~es.median[,i]));x1$coef[,1]}))
but I can't get the one like this for standard errors. I do regression for each
column.
Thanks a lot :)
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