[R] Std. errors of intercept and slope
Ben Bolker
bolker at zoo.ufl.edu
Sat Sep 27 03:59:55 CEST 2003
I'm afraid you're going to have to look it up in a basic statistics
textbook.
Ben Bolker
On Fri, 26 Sep 2003, Yao, Minghua wrote:
> Thanks, Ben.
>
> Could you tell me the formula for calculating this sd., given (x_i, y_i)
> (i=1,2,...,N)?
> We only have one intercept and slope for them.
>
> -Minghua
>
> -----Original Message-----
> From: Ben Bolker [mailto:bolker at zoo.ufl.edu]
> Sent: Friday, September 26, 2003 4:34 PM
> To: Yao, Minghua
> Cc: R Help (E-mail)
> Subject: Re: [R] Std. errors of intercept and slope
>
>
>
> Since the intercept and slope are estimated parameters, they have
> sampling distributions described by their means and standard deviations.
> The s.d. tells you the size of the uncertainty in intercept & in slope.
>
> This is a pretty basic stats question -- you need to refer to a standard
> textbook or reference material ...
>
> Ben Bolker
>
> On Fri, 26 Sep 2003, Yao, Minghua wrote:
>
> > Dear all,
> >
> > I have the following output generated by linear regression. Since there is
> > only one regression intercept and one slope for one set of data, what is
> the
> >
> > meaning of std. error for intercept and that of slope? Thanks in advance.
> >
> > Sincerely,
> >
> > Minghua
> >
> >
> > > data(thuesen)
> > > attach(thuesen)
> > > lm(short.velocity~blood.glucose)
> >
> > Call:
> > lm(formula = short.velocity ~ blood.glucose)
> >
> > Coefficients:
> > (Intercept) blood.glucose
> > 1.09781 0.02196
> >
> > > summary(lm(short.velocity~blood.glucose))
> >
> > Call:
> > lm(formula = short.velocity ~ blood.glucose)
> >
> > Residuals:
> > Min 1Q Median 3Q Max
> > -0.40141 -0.14760 -0.02202 0.03001 0.43490
> >
> > Coefficients:
> > Estimate Std. Error t value Pr(>|t|)
> > (Intercept) 1.09781 0.11748 9.345 6.26e-09 ***
> > blood.glucose 0.02196 0.01045 2.101 0.0479 *
> > ---
> > Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
> >
> > Residual standard error: 0.2167 on 21 degrees of freedom
> > Multiple R-Squared: 0.1737, Adjusted R-squared: 0.1343
> > F-statistic: 4.414 on 1 and 21 DF, p-value: 0.0479
> >
> > >
> >
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://www.stat.math.ethz.ch/mailman/listinfo/r-help
> >
>
>
--
620B Bartram Hall bolker at zoo.ufl.edu
Zoology Department, University of Florida http://www.zoo.ufl.edu/bolker
Box 118525 (ph) 352-392-5697
Gainesville, FL 32611-8525 (fax) 352-392-3704
More information about the R-help
mailing list