[R] Standard error values returned by lm()

[Uwe Ligges]

Type summary.lm and read the code.

Best,
Uwe Ligges



Nick Chorley wrote:
> Hi,
> 
> This may be a stupid question, but how are the "std. error" values returned
> by lm() calculated? For example
> 
>> summary(lm)
> 
> Call:
> lm(formula = log10(moments[2, 1:10]) ~ log10(L_vals[1:10]))
> 
> Residuals:
>        Min         1Q     Median         3Q        Max
> -0.0052534 -0.0019473  0.0006785  0.0011740  0.0059541
> 
> Coefficients:
>                      Estimate Std. Error t value Pr(>|t|)
> (Intercept)         -0.520639   0.002488  -209.2 3.05e-16 ***
> log10(L_vals[1:10])  0.112666   0.003446    32.7 8.35e-10 ***
> 
> I can't find any documentation on this.
> 
> Regards,
> 
> Nicky Chorley
> 
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> 
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