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
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