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.
Cheers Andrew 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 <dwinsem...@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. > > ______________________________________________ > 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. -- Andrew Robinson Department of Mathematics and Statistics Tel: +61-3-8344-6410 University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599 http://www.ms.unimelb.edu.au/~andrewpr http://blogs.mbs.edu/fishing-in-the-bay/ ______________________________________________ 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.