The function glm with family=binomial (link=probit) [or link=logit] will
give the estimated coefficients and standard errors in the printed
output. I would like to run N such probits, calculating for each one a
test statistic using the estimated coefficients and standard errors, and
saving each of the statistics as I go along. I have not been able to
figure out how to retrieve the standard errors (or even how to retrieve
the variance matrix from which they could be calculated, although
there is a returned matrix, R, that looks like it might be used for this
purpose). Is there an easy method to retrieve these standard errors?
A related question: Is there some way to send glm a y vector and an x
matrix (y,xmat), rather than a formula (y~x1+x2...)?
I have using Splus 4.5 on Windows NT, but I have available Splus 2000
and a preview version pf Splus 6.
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David Pattison
Social Security Administration
500 E Street SW - 9th Floor
Washington, DC 20254-0001
Phone: 202-358-6240
Fax: 202-358-6192
e-mail: david.h.pattison@ssa.gov
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