[R] Functions in R like lincom and nlcom of Stata

David Winsemius dwinsemius at comcast.net
Sun Dec 14 01:17:22 CET 2008


On Dec 12, 2008, at 11:14 AM, Marc Marí Dell'Olmo wrote:

> Hello all,
>
> Does anyone know if there exists any function in R that resembles the
> "lincom" and "nlcom" of STATA?. These functions computes point
> estimates, standard errors, significance levels, confidence intervals,
> etc. for linear and non linear combinations of previous estimated
> parameters. Down here you've got links to descriptions of the
> functions of STATA
>
> nlcom:
> http://www.stata.com/help.cgi?nlcom
> lincom:
> http://www.stata.com/help.cgi?lincom

I did not find a description of the mathematical operations that let  
me understand exactly what lincom is doing, but suspect that you  
should be looking at how R handles contrasts. The help pages reference  
ch 2 of "Statistical Models in S". The search at the console prompt  
would be:

?C
?contrasts
?se.contrast
?model.tables


>
> Thank you,
> Marc
>
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