z.cseres-gergely at ucl.ac.uk
Wed Nov 1 18:45:09 CET 2000
On Wed, Nov 01, 2000 at 08:23:36AM +0000, Prof Brian Ripley wrote:
> What do you want there: estimation under restrictions or tests of linear
> combinations? The latter is a simple R programming exercise. I don't know
Sorry for bad wording, I meant the latter. And this is why I did not ask this
before: easy, _provided_ we have the covariance matrix of the estimators. Now
I have the answer also for this, so it is really straight. (I still do not
know, how summarize() gets it, since in a lm.model, I have not found the
underlying data for it [or overlooked]. The reason I did not do a X'X was that
I believe that this is expensive. I have not tried, but my previous
experiences (again: Stata) tells me this. Or am I wrong, and this is cheap in R?
> how to do the first easily (nor do I see why I would need to: normally one
> can re-parametrize and test nested models via anova),.
Sure, this is not an issue.
> MASS has confidence intervals (generic function confint), but again,
> a simple R programming exercise for linear models.
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