On 1/2/19 9:35 AM, Marc Girondot wrote:
Hello members of the list,

I asked 3 days ago a question about "how to get the SE of all effects after a glm or glmm". I post here a synthesis of the answer and a new solution:

For example:

x <- rnorm(100)

y <- rnorm(100)

G <- as.factor(sample(c("A", "B", "C", "D"), 100, replace = TRUE)); G <- relevel(G, "A")


m <- glm(y ~ x + G)

summary(m)$coefficients


No SE for A level in G category is calculated.


* Here is a synthesis of the answers:


1/ The first solution was proposed by Rolf Turner <r.tur...@auckland.ac.nz>. It was to add a + 0 in the formula and then it is possible to have the SE for the 4 levels (it works also with objects obtained with lme4:lmer() ):

m1 <- glm(y ~ x + G +0)

summary(m1)$coefficients


However, this solution using + 0 does not works if more than one category is included. Only the levels of the first one have all the SE estimated.

Well, you only asked about the setting in which there was only one categorical predictor. If there are, e.g. two (say "G" and "H") try

m2 <- glm(y ~ x + G:H + 0)

I would suggest that you learn a bit about how the formula structure works in linear models.

cheers,

Rolf Turner

P.S.  Your use of relevel() is redundant/irrelevant in this context.

R. T.

--
Honorary Research Fellow
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276

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