[R] Newbie questions

Prof Brian D Ripley ripley at stats.ox.ac.uk
Tue Oct 31 21:01:57 CET 2000

On Tue, 31 Oct 2000, Thomas Lumley wrote:

> On Tue, 31 Oct 2000, Zsombor Cseres-Gergely wrote:

> > > library(ctest) is in the main R distribution. It has a lot of classical
> > > hypothesis tests.
> > 
> > Well, I was not that precise, since I meant tests for regression parameters.
> > Now I have seen from the code of ellipse(), that one can extract the varcovar
> > matrix of the extimators as summarl.lm$cov.unscaled, and than the calculations
> > are straightforward (at least for simple tests). But I still wonder if there
> > is no library for this, since (ctest) does not do this, AFAIK.
> > 
> summary() gives tests for individual regression parameters in a linear
> model and anova() compares two models.

And vcov in package MASS extracts the varcov matrix (correctly scaled).
(Anova compares two or more models in pairs, which can be useful.)
add1 and drop1 can give tests for adding and dropping a term at a time ....

Tell us exactly what you want, but there is a fair chance it is in base R.
Note that I used `term' not parameter, as often one wants to test
groups of parameters.

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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