[R] Functions in R like lincom and nlcom of Stata
Andrew Robinson
A.Robinson at ms.unimelb.edu.au
Sun Dec 14 06:42:56 CET 2008
estimable in the gmodels package provides point estimates, standard
errors and confidence intervals for arbitrary linear combinations of
model parameters. I don't know for non-linear combinations, though.
Cheers
Andrew
On Sat, Dec 13, 2008 at 11:33:12PM -0600, Stas Kolenikov wrote:
> Those commands provide point estimates, standard errors and confidence
> intervals based on linear combination of parameters or
> linearization/delta-method, respectively. R's contrasts appear to be
> limited to a single factor and combinations that sum up to zero.
>
> I am too so used to this Stata's concept, I now think it's odd R does
> not seem to have it readily identifiable in two-three search commands.
> And I would not believe R does not have this functionality, it must be
> hiding somewhere! :))
>
> On 12/13/08, David Winsemius <dwinsemius at comcast.net> wrote:
> >
> > On Dec 12, 2008, at 11:14 AM, Marc Mar? 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
> >
>
> --
> Stas Kolenikov, also found at http://stas.kolenikov.name
> Small print: I use this email account for mailing lists only.
>
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--
Andrew Robinson
Department of Mathematics and Statistics Tel: +61-3-8344-6410
University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599
http://www.ms.unimelb.edu.au/~andrewpr
http://blogs.mbs.edu/fishing-in-the-bay/
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