dimanche 28 septembre 2014

Extracting data from logistf in R


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I cannot figure out how to extract the standard error "sd(coef)" information from the logistf() regression model. These models are of class logistf and the manual states that data can be extracted this way: "The following generic methods are available for logistf`s output object: print, summary, coef, vcov, confint, anova, extractAIC, add1, drop1, profile, terms, nobs."


However, the standard error is not there.There isn't an object in str(summary(fit)) for the se(coef) and ive had a look at the source code without luck.


Any help would be appreciated!



logistf(formula = newdata[, i] ~ newdata[, j], data = newdata,
firth = TRUE)
Model fitted by Penalized ML
Confidence intervals and p-values by Profile Likelihood

coef se(coef) lower 0.95 upper 0.95 Chisq p
(Intercept) -4.110874e+00 0.8276236 -6.283919 -2.824075 Inf 0
newdata[, j] 1.691332e-08 1.6689839 -4.993849 2.957865 3.552714e-15 1

Likelihood ratio test=3.552714e-15 on 1 df, p=1, n=122


asked 32 secs ago

Lel

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Extracting data from logistf in R

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