[R] linear coefficient combination stderr?

ivo welch ivowel at gmail.com
Wed Feb 14 04:21:07 CET 2007


dear r-experts---I have scrounged around in google (searching r-help)
for the really obvious, but failed.  could someone please point me to
whatever function computes the standard error of a linear combination
of the coefficients?

m=lm( y ~ x1 + x2 + x3 );
t.stat= (coef(m)[2]+coef(m)[3])) / mystery.function( m, x2 + x3 );

obviously, this does not work, but hopefully explains my intent.
quick pointer appreciated.

regards,

/iaw



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