[R] Questons about R capabilities

Spencer Graves spencer.graves at pdf.com
Tue May 6 21:51:41 CEST 2003


	  Regarding the second question, did you try "library(mass)" before 
your mvrnorm command?

	  Regarding the first question:  I'm not certain what you want.  The 
function "lm", for example, minimizes the sums of squares of deviations 
between observed and predicted.  This also maximizes the likelihood 
assuming the deviations between observed and the "true model" are 
independent normal variates with constant variance.  Can you express 
your model in terms of a probability density function for your 
observations with the model related in some way to parameters of that 
probability density?

hope this helps.  spencer graves

Howard Alper wrote:
>  
>   Hello,
>  
> 1)  I am interested in performing a limited-dependent variable linear regression.  By this I mean a classical linear regression, but for the case where the values of the dependent variable cannot vary from -infinity to +infinity, but are truncated and so are between two finite limits L1 and L2.  Does R1.7 have this capability?  If so what is (are) the relevant command(s)?
>  
> 2)  I am also interested in sampling from a multivariate normal distribution.  I see that R has a command mvrnorm, but when I try to use it, I get a message to the effect that the command is not recognized.  Is there something I must do to enable this command, or is it not available in version 1.7?
> 
>   Thanks,
>  
>   Howard
> 
> 
> 
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> 
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