[R] Error analysis

Thomas W Blackwell tblackw at umich.edu
Tue Feb 25 15:39:03 CET 2003


Gosh - Approximate standard errors would be discussed in almost
any advanced textbook on linear regression models.  G.A.F. Seber,
Linear Models, circa 1980, is the one I learned from.

See also G.A.F. Seber and C.J. Wild, Nonlinear Regression, 1989,
D.M. Bates and D.G. Watts, Nonlinear Regression Analysis, 1988,
or another book by Gallant (? A.R.?) which came out about the
same time.

HTH  -  tom blackwell  -  u michigan medical school  -  ann arbor  -



On Tue, 25 Feb 2003, Timur Elzhov wrote:

> Dear R experts,
>
> I fitted data (length == m) with an external library (that's
> a non-linear problem), and, I've got the final parameter vector
> (length == n) and Jacobian matrix (dim == c(m, n)).  Now, I want
> to analyse the standard errors of the parameters correctly.
> How can I do it?
> Where can I read about it else?
>
> Thanks!
>
>
> --
> WBR,
> Timur.
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> http://www.stat.math.ethz.ch/mailman/listinfo/r-help
>




More information about the R-help mailing list