Re: [R] Functions in R like lincom and nlcom of Stata

2008-12-14 Thread Prof Brian Ripley
On Sat, 13 Dec 2008, 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

Re: [R] Functions in R like lincom and nlcom of Stata

2008-12-14 Thread John Fox
Subject: Re: [R] Functions in R like lincom and nlcom of Stata 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

Re: [R] Functions in R like lincom and nlcom of Stata

2008-12-14 Thread Thomas Lumley
On Sun, 14 Dec 2008, John Fox wrote: Dear Stas and David, A couple of people have mentioned linear.hypothesis() in the car package, which has methods for several kinds of models and a default method that will work for any model that responds to coef() and vcov(). The delta.method() function in

Re: [R] Functions in R like lincom and nlcom of Stata

2008-12-13 Thread David Winsemius
On Dec 12, 2008, at 11:14 AM, Marc Marí 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

Re: [R] Functions in R like lincom and nlcom of Stata

2008-12-13 Thread Stas Kolenikov
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

Re: [R] Functions in R like lincom and nlcom of Stata

2008-12-13 Thread Andrew Robinson
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

Re: [R] Functions in R like lincom and nlcom of Stata

2008-12-13 Thread ronggui
There is function for linear combination in car package as well. Best Ronggui On Sun, Dec 14, 2008 at 1:42 PM, Andrew Robinson a.robin...@ms.unimelb.edu.au wrote: estimable in the gmodels package provides point estimates, standard errors and confidence intervals for arbitrary linear

[R] Functions in R like lincom and nlcom of Stata

2008-12-12 Thread Marc Marí Dell'Olmo
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

[R] Functions in R like lincom and nlcom of Stata

2008-12-12 Thread Marc Marí Dell'Olmo
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