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]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.