Re: [R] How to obtain coefficient standard error from the result of polr? Thank you Prof. Ripley. My apology for my inexperience in this matter. I'm wondering would you mind elaborate more on your last point regarding the stepAIC? Thank you so much. Regards, - adschai ----- Original Message ----- From: Prof Brian Ripley  Date: Monday, June 4, 2007 1:53 am Subject: Re: [R] How to obtain coefficient standard error from the result of polr? To: adschai@optonline.net Cc: r-help@stat.math.ethz.ch > On Mon, 4 Jun 2007, adschai@optonline.net wrote: >  > > Hi - I am using polr. I can get a result from polr fit by calling > > > > result.plr <- polr(formula, data=mydata, method="probit"); > > > > However, from the 'result.plr', how can I access standard  > error of the  > > estimated coefficients as well as the t statistics for each  > one of them? >  > You do this from summary(result.plr), possibly via  > coef(summary(result.plr)) >  > > What I would like to do ultimately is to see which  > coefficients are not  > > significant and try to refit the model again by excluding  > those  > > variables out. I would appreciate if anyone could give some  > hint on  > > this. Thank you. >  > There is a multiple comparisons problem in doing that,  > especially so if  > the coefficients refer to multi-level factors. Using stepAIC is  > better-supported. >  > > - adschai > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > R-help@stat.math.ethz.ch mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide http://www.R- > project.org/posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > >  > --  > Brian D. Ripley, ripley@stats.ox.ac.uk > Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ > University of Oxford, Tel: +44 1865 272861 (self) > 1 South Parks Road, +44 1865 272866 (PA) > Oxford OX1 3TG, UK Fax: +44 1865 272595 >  	[[alternative HTML version deleted]] ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.