vcov can simplify it slightly: se <- sqrt( t(a) %*% vcov(m) %*% a ) ( a %*% beta ) / se
On 2/14/07, Abhijit Dasgupta <[EMAIL PROTECTED]> wrote: > look at the function "estimable" in the package gmodels. This does the > t.stat that you mention below. > > Otherwise, if you wanted to do this by hand, : > > beta = m$coef > V = summary(m)$cov.unscaled > sigma = summary(m)$sigma > > covBeta = V*sigma^2 > > Now if your contrast is a%*%beta, then its se is > sqrt(t(a)%*%covBeta%*%a) and so the t.stat below is > > t.stat = (a%*%beta)/sqrt(t(a)%*%covBeta%*%a) > or, in your particular case > > t.stat = (beta[2]+beta[3])/sqrt(t(c(0,1,1))%*%covBeta%*%c(0,1,1)) > > Abhijit > > Søren Højsgaard wrote: > > Try the esticon function in the doBy package. > > Regards > > Søren > > > > ________________________________ > > > > Fra: [EMAIL PROTECTED] på vegne af ivo welch > > Sendt: on 14-02-2007 04:21 > > Til: r-help > > Emne: [R] linear coefficient combination stderr? > > > > > > > > dear r-experts---I have scrounged around in google (searching r-help) > > for the really obvious, but failed. could someone please point me to > > whatever function computes the standard error of a linear combination > > of the coefficients? > > > > m=lm( y ~ x1 + x2 + x3 ); > > t.stat= (coef(m)[2]+coef(m)[3])) / mystery.function( m, x2 + x3 ); > > > > obviously, this does not work, but hopefully explains my intent. > > quick pointer appreciated. > > > > regards, > > > > /iaw > > > > ______________________________________________ > > R-help@stat.math.ethz.ch 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. > > > > ______________________________________________ > > R-help@stat.math.ethz.ch 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. > > > > ______________________________________________ > R-help@stat.math.ethz.ch 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. > ______________________________________________ R-help@stat.math.ethz.ch 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.
