[R] Functions in R like lincom and nlcom of Stata
ronggui.huang at gmail.com
Sun Dec 14 07:45:22 CET 2008
There is function for linear combination in car package as well.
On Sun, Dec 14, 2008 at 1:42 PM, Andrew Robinson
<A.Robinson at ms.unimelb.edu.au> wrote:
> estimable in the gmodels package provides point estimates, standard
> errors and confidence intervals for arbitrary linear combinations of
> model parameters. I don't know for non-linear combinations, though.
> On Sat, Dec 13, 2008 at 11:33:12PM -0600, Stas Kolenikov wrote:
>> Those commands provide point estimates, standard errors and confidence
>> intervals based on linear combination of parameters or
>> linearization/delta-method, respectively. R's contrasts appear to be
>> limited to a single factor and combinations that sum up to zero.
>> I am too so used to this Stata's concept, I now think it's odd R does
>> not seem to have it readily identifiable in two-three search commands.
>> And I would not believe R does not have this functionality, it must be
>> hiding somewhere! :))
>> On 12/13/08, David Winsemius <dwinsemius at comcast.net> wrote:
>> > On Dec 12, 2008, at 11:14 AM, Marc Mar? Dell'Olmo wrote:
>> > > Hello all,
>> > >
>> > > Does anyone know if there exists any function in R that resembles the
>> > > "lincom" and "nlcom" of STATA?. These functions computes point
>> > > estimates, standard errors, significance levels, confidence intervals,
>> > > etc. for linear and non linear combinations of previous estimated
>> > > parameters. Down here you've got links to descriptions of the
>> > > functions of STATA
>> > >
>> > > nlcom:
>> > > http://www.stata.com/help.cgi?nlcom
>> > > lincom:
>> > > http://www.stata.com/help.cgi?lincom
>> > >
>> > I did not find a description of the mathematical operations that let me
>> > understand exactly what lincom is doing, but suspect that you should be
>> > looking at how R handles contrasts. The help pages reference ch 2 of
>> > "Statistical Models in S". The search at the console prompt would be:
>> > ?C
>> > ?contrasts
>> > ?se.contrast
>> > ?model.tables
>> Stas Kolenikov, also found at http://stas.kolenikov.name
>> Small print: I use this email account for mailing lists only.
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>> and provide commented, minimal, self-contained, reproducible code.
> Andrew Robinson
> Department of Mathematics and Statistics Tel: +61-3-8344-6410
> University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
HUANG Ronggui, Wincent
Tel: (00852) 3442 3832
PhD Candidate, City University of Hong Kong
RQDA project: http://rqda.r-forge.r-project.org/
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