[R] conf. int. for lm() and Up-arrow
Prof Brian D Ripley
ripley at stats.ox.ac.uk
Mon Aug 14 20:48:01 CEST 2000
On Mon, 14 Aug 2000, Snall, Tord wrote:
>
> Dear all,
>
> Is there any function for calculating confidence limits
> for coefficients in an lm() object? I know of the
> confint() function in the MASS library working very
> well on my binomial GLMs and I have tried it (using glm
> () , family=gaussian) but it gives NAs according to
> below. Does the confint() function not accept gaussian
> GLMs? Could there be convergence problems in the GLM?
> Note the very low R2-value. Could the Hauck & Donner
> phenomenon discussed in V & R (1999) occur in a
> gaussian GLM? I guess not and I have tried with
> different epsilon but it does not change anything.
The distribution of the coefficients for the Gaussian case is exact t, so
you don't need any of this, just the textbook formulae.
Given that, I suspect no one ever checked whether it works.
> I use R 1.1.0 on Windows 98.
> Sorry to bother you about this but earlier some R users
> had problem using the Up arrow key to get the earlier
> written text rows. I deleted those mails because I
> usually use Windows NT. Now however Im away from my
> office using R on Windows 98 (something I didn\'t plan
> to do). Could someone who have had this problem please
> tell me how to do to be able to use the Up arrow key
> again.
Delete .Rhistory.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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