Re: [R] Correlation of coefficients?

2006-04-09 Thread P Ehlers
Asako, My copy of MASS4 has been borrowed. But you can have a look at Julian Faraway's "Practical Regression and Anova using R" in the Contributed Documentation section of CRAN. See section 2.9. In MASS, look for 'vcov'. Peter Ehlers asako Ishii wrote: > Peter, > > Thank you very much for you

Re: [R] Correlation of coefficients?

2006-04-08 Thread asako Ishii
Peter, Thank you very much for your prompt answer! May I ask you another favor? I've got Venables and Ripley, Fourth Edtion(2002). Could you be more specific and point out where "correlatin of coefficients" is described in the book? Sorry for my elementary question. Thanks in advance. Asako

Re: [R] Correlation of coefficients?

2006-04-05 Thread Peter Ehlers
If you're talking about regression models, then I'm puzzled that this occurs "frequently" in R, since the summary.lm() function defaults to 'correlation = FALSE'. S-PLUS defaults to TRUE. Can you give an example where R gives you the correlations of coefficients? Anyway, parameter estimators are c

[R] Correlation of coefficients?

2006-04-05 Thread asako Ishii
Hi R users! One thing I cannot understand with R is the frequently appearing " Correlation of coefficients". I do not find a through going explanation of this concept either on the help pages of R or on the internet. A Google search has shown many examples of R/S-Plus outputs but no explanations o