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regcoefs()

Usage:
regcoefs(Model [,pvals:T] [,byvar:F]) or regcoefs([pvals:T] [,byvar:F]),
  where Model is a CHARACTER scalar



Keywords: glm, anova, regression, confidence limits, standard error
regcoefs(Model) returns a matrix with appropriately labeled rows and
columns of the regression coefficients, their standard errors and
t-statistics from a least squares fit to the regression model specified
by Model.  There can be no factors in Model.  If Model is omitted, the
most recent GLM model is used.

regcoefs(Model,pvals:T) or regcoefs(pvals:T) also computes two-tail P
values corresponding to the t-statistics on the basis of Student's
t-distribution with degrees of freedom from the last element of side
effect variable DF.

Because of the row and column labels, after any GLM command with a model
withut factors, typing regcoefs([pvals:T]) produces a table similar to
that produced by regress().  After non-linear fits such as logistic() or
poisson(), the P-values will not necessarily be appropriate.

If the response variable is multivariate, the result is a structure,
each of whose components is a labeled matrix of coefficients, standard
errors and t-statistics.  regcoefs(Model,byvar:F) or regcoefs(byvar:F)
returns a single labeled matrix, with separate columns for the
coefficients, standard errors, ... for each variable.

See also topics 'glm', regress(), secoefs().


Gary Oehlert 2003-01-15