[R] standard error beta glm

[Ian Fiske]

Ricardo Arias Brito wrote:
> 
> Dear All,
> 
> 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.
> 

Does sqrt(diag(vcov(fit.glm))) not give you what you need?

Ian
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