[R] Verify the linear regression model used in R ( fundamental theory)
Joris Meys
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.
Cheers
Joris
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.
>
> Thanks
>
> Yi
>
> [[alternative HTML version deleted]]
>
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--
Joris Meys
Statistical consultant
Ghent University
Faculty of Bioscience Engineering
Department of Applied mathematics, biometrics and process control
tel : +32 9 264 59 87
Joris.Meys at Ugent.be
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