[R] Standard errors GLM

Joshua Wiley jwiley.psych at gmail.com
Tue Mar 13 16:29:49 CET 2012


See inline.

On Tue, Mar 13, 2012 at 6:38 AM, D_Tomas <tomasmeca at hotmail.com> wrote:
> Dear userRs,
> when applied the summary function to a glm fit (e.g Poisson) the parameter
> table provides the categorical variables assuming that the first level
> estimate (in alphabetical order) is 0.
> What is the standard error for that variable then?

That is not a variable per se.  Say you have a 3 level factor, the
default coding is to create two 1/0 vectors, and the parameter
estimates and standard errors are for those 'dummy' vectors.
Information about the reference group is encoded, there is not an
explicit estimate for it with a standard error (notable exception when
there are no other variables, the intercept is essentially the
reference group, and the other estimates are deviations from that).

> Are the standard errors calculated assuming a normal distribution?

I am not completely sure I know what you mean by this.  It is assumed
that the z value (Estimate/Std. Error) is normally distributed, if
that answers your question?



> Many thanks,
> --
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Joshua Wiley
Ph.D. Student, Health Psychology
Programmer Analyst II, Statistical Consulting Group
University of California, Los Angeles

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