[R] Wald tests and Huberized variances (was: A comment about R:)

[Peter Muhlberger]

Hi Achim:  Your reply is tremendously helpful in addressing some of the
outstanding questions I had about R.  The 'econometrics view' materials look
exactly like what I needed.  Many thanks!

But, there is a second point here, which is how difficult it was for me, as
someone just becoming more familiar w/ R's more basic capabilities (in the
past I've focused on features like optim, sem), to find what seem to me like
standard & key features I've taken for granted in other packages.  I looked
high & low in my existing installed packages for the standard version of R,
I googled, I looked in the r-help archives, I looked through several manuals
/ introductions to R I had downloaded.  I've asked questions about all of
the points I raised in my email on this email list before.  I believe I
passed through the parent directory for the econometric view material at the
website w/o realizing what it contained because I thought of "computational
econometrics" as having to do w/ running Monte Carlo models of economic
processes.

If R wants to bring in a wider audience, one thing that might help is a
denser set of cross-references.  For example, perhaps lm's help should
mention the econometrics view materials as well as other places to look for
tests and procedures people may want to do w/ lm.  Another thought is that
perhaps the standard R package help should allow people to find
non-installed but commonly used contributed packages and perhaps their help
page contents.  A feature that would be very helpful for me is the capacity
to search all the contents of help files, not just keywords that at times
seem to miss what I'm trying to find.

Cheers,

Peter