[R] error propagation - hope it is correct subject

Petr Pikal petr.pikal at precheza.cz
Mon Dec 22 12:39:59 CET 2003


Dear all

Please, can you advice me how to compute an error, standard deviation or 
another measure of variability of computed value.

I would like to do something like:

var(y) = some.function(var(x1),var(x2),var(x3))

for level F1 (2,3,...)

Let say I have some variables - x1, x2, x3 (two computed for levels of factor F 
and one which is same for all levels) and I want to compute

y = f(x1,x2,x3)

for some levels of factor F

I can compute variation of variables for levels of F, I know a variation of one 
variable but I am not sure how to transfer it to variation of y within respective 
levels.

I found some methods which I can use but I wonder if  there is some method 
implemented in R (Manly B.F. Biom.J.28,949,(1986), some local statistical books 
available to me).

I have a feeling I could use bootstrap method for this but I am not sure how.

Thank you and merry Christmas to all

Petr Pikal
petr.pikal at precheza.cz




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