Extract standard errors from lm object

Question

We got a lm object from and want to extract the standard error

lm_aaa <- lm(aaa ~ x + y + z)

I know the function summary, names and coefficients.

However, summary seems to be the only way to manually access the standard error.

Have you any idea how I can just output se?

Answer 1

The output of from the summary function is just an R list. So you can use all the standard list operations. For example:

#some data (taken from Roland's example) x = c(1,2,3,4) y = c(2.1,3.9,6.3,7.8)  #fitting a linear model fit = lm(y~x) m = summary(fit) 

The m object or list has a number of attributes. You can access them using the bracket or named approach:

m$sigma m[[6]] 

A handy function to know about is, str. This function provides a summary of the objects attributes, i.e.

str(m) 

Answer 2

To get a list of the standard errors for all the parameters, you can use

summary(lm_aaa)$coefficients[, 2]

As others have pointed out, str(lm_aaa) will tell you pretty much all the information that can be extracted from your model.