[R] Beginner's Question on Linear Regression Models

Andrew Perrin clists at perrin.socsci.unc.edu
Sat Jun 21 18:58:19 CEST 2003


John Fox was kind enough to reply, but didn't recommend IMHO the best book
on regression models: his own, John Fox, _An R and S-Plus Companion to
Applied Regression_, Sage, 2002.

ap

----------------------------------------------------------------------
Andrew J Perrin - http://www.unc.edu/~aperrin
Assistant Professor of Sociology, U of North Carolina, Chapel Hill
clists at perrin.socsci.unc.edu * andrew_perrin (at) unc.edu


On Sat, 21 Jun 2003, J Ireland wrote:

> Hi Folks,
>
> Could anyone point me to a good reference on linear regression models?   Specifically, I am trying to gain an intuitive feel for how the standard error values are calculated for the parameter estimates.  My understanding is that these are computed using the variance-covariance matrix computed from the input data matrix.  Although I think I understand the math, I still don't have a good gut feel for why one parameter is attributed with a larger standard error than the next parameter.
>
> Also, I am interested in knowing how to test that two parameters are significantly different from one another.
>
> Thanks in advance for your help.
> -James
>
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
>




More information about the R-help mailing list