[R] Verify the linear regression model used in R ( fundamental theory)
jorismeys at gmail.com
Wed Jun 23 02:18:05 CEST 2010
It's normally always specified, unless in the case of least squares
linear regression (lm), where it is considered obvious.
On Wed, Jun 23, 2010 at 1:46 AM, Yi <liuyi.feier at gmail.com> wrote:
> Hi, folks,
> As I understand, Least-squares Estimate (second-moment assumption) and the
> Method of Maximum Likelihood (full distribtuion assumption) are used for
> linear regression.
> I do >?lm, but the help file does not tell me the model employed in R. But
> in the book 'Introductory Statistics with R', it indicates R estimate the
> parameters using the method of Least-squares. However it assumes the error
> is iid N(o,sigma^2).
> Am I correct? Is there any general way (like RSiteSearch() ) to find out
> what the model (theory) is for specific function? Let's say how to find out
> the assumption and the model used for rlm.
> [[alternative HTML version deleted]]
> 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.
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