[R] loglinear models

John Fox jfox at mcmaster.ca
Wed Oct 23 22:00:13 CEST 2002

Dear Vicente,

At 06:31 PM 10/23/2002 +0200, Vicente Piorno wrote:
>I am using the loglin function of the base package to fit log-linear models.
>I am interested in obtaining the parameter values and their standard errors.
>Parameters are easily obtained, but I haven't found the way of obtaining
>their standad errors. Is this possible with the loglin function? If not, is
>there any other function to get them?
>Many thanks,

The loglin function fits loglinear models by iterative proportional 
fitting, so standard errors for the parameter estimates are not produced. 
An alternative is to fit the model as a Poisson generalized linear model 
with the glm function, using the cell counts as the response; glm produces 
both estimated coefficients and standard errors, but be careful with the 
parametrization: it is conventional to parametrize loglinear models using 
sum-to-zero constraints (i.e., contr.sum).

I hope that this helps,

John Fox
Department of Sociology
McMaster University
email: jfox at mcmaster.ca
web: http://www.socsci.mcmaster.ca/jfox

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