On Mon, Jun 21, 2010 at 11:45 AM, Yi liuyi.fe...@gmail.com wrote:
Hi, Josh,
Thank you very much! It is what I want!
Because it is very obvious that the variance is not a constant in my linear
model. So I am thinking about robust standand error. Any code works for this
purpose in R?
I do not have much experience in this area, but I do recall reading in
Venables and Ripley (Venables, W. N. Ripley, B. D. (2002) Modern
Applied Statistics with S. Fourth Edition. Springer, New York. ISBN
0-387-95457-0) that they have a function for fitting robust linear
models in the package that goes with their book.
library(MASS) # load the package
?rlm # look at the help documentation
BTW, It is very nice of you to tell me how to look up the function in R.
You are welcome. You can also find a lot of information using the
RSiteSearch() function. It can search the mailing list archives as
well as the documentation.
Actually I don't understand all the information from summary(linmod). I
am looking for books for help. Please let me know, if you happen to know
the right source for this.
There are several introductory books you could look at
http://www.r-project.org/doc/bib/R-books.html for a partial list.
Personally, I found Introductory Statistics with R by Peter Dalgaard
very helpful, but there are certainly others.
Best regards,
Josh
Thank you again for your help :)
Yi
On Mon, Jun 21, 2010 at 11:34 AM, Joshua Wiley jwiley.ps...@gmail.com
wrote:
Hello,
If you just want the mean and variance of log(y) try:
mean(log(y))
var(log(y))
if there is missing data, you can add na.rm=TRUE to both of those. If
you want the mean and variance of the predicted ys
mean(predict(linmod))
var(predict(linmod))
see
?mean
?var
?predict.lm #the specific method being used for predict() with model
objects of class lm
HTH,
Josh
On Mon, Jun 21, 2010 at 11:24 AM, Yi liuyi.fe...@gmail.com wrote:
Hi, folks,
As seen in the following codes:
x1=rlnorm(10)
x2=rlnorm(10,mean=2)
y=rlnorm(10,mean=10)### Fake dataset
linmod=lm(log(y)~log(x1)+log(x2))
After the regression, I would like to know the mean of y. Since log(y)
is
normal and y is lognormal, I need to know the mean and variance of
log(y)
first. I tried mean (y) and mean(linmod), but either one is what I
want.
Any tips?
Thanks in advance!
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--
Joshua Wiley
Ph.D. Student
Health Psychology
University of California, Los Angeles
--
Joshua Wiley
Ph.D. Student
Health Psychology
University of California, Los Angeles
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