[R] standard error beta glm

[Ricardo Arias Brito]

Dear All,

The std. error of the estimated coefficients 
obtained by the summary.lm function can be calculated
as:

y=rnorm(20)
x=y+rnorm(20)
fit <- lm(y ~ x)
summary(fit)

sqrt(  sum(fit$resid**2)/fit$df.resid  * solve(t(model.matrix(fit))%*%model.matrix(fit))  )

Is posible calculate Std. Error for glm as lm, using
cov(hat beta) = phi * solve(t(X) %*% hat W %*% X)^-1
on R? Who is hat W and phi output glm?

y=rpois(20,4)
fit.glm <- glm(y ~ x, family=poisson
summary(fit.glm)


Fitted to a model glm using constrast contr.sum and need compute
the error standard for last level of the factor.
 

best wishes for all,

Ricardo.













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