[R] How to recover t-statistics?
sundar.dorai-raj at pdf.com
Fri Feb 27 20:51:04 CET 2004
Joseph J. Gazaille wrote:
> I'm doing Monte Carlo analyses of the distribution
> of the t-statistics of the parameters of models evaluated
> with the lm( ) function.
> Is there an easy way to recover the t-statistics
> (similarly to using coef to recover the coefficients)?
tstat <- summary(fit)$coef[, "t value"]
tstat <- coef(fit)/sqrt(diag(vcov(fit)))
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