[R] Functions in R like lincom and nlcom of Stata
John Fox
jfox at mcmaster.ca
Sun Dec 14 16:45:31 CET 2008
Dear Stas and David,
A couple of people have mentioned linear.hypothesis() in the car package,
which has methods for several kinds of models and a default method that will
work for any model that responds to coef() and vcov(). The delta.method()
function in the alr3 package is similarly general.
To find these: RSiteSearch("linear hypothesis", restrict="functions") turns
up linear.hypothesis() as the first hit; RSiteSearch("delta method",
restrict="functions") is also successful, but only finds delta.method() as
the 45th hit.
I hope this helps,
John
------------------------------
John Fox, Professor
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
web: socserv.mcmaster.ca/jfox
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On
> Behalf Of Stas Kolenikov
> Sent: December-14-08 12:33 AM
> To: r-help at r-project.org
> Subject: Re: [R] Functions in R like lincom and nlcom of Stata
>
> 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 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
> >
>
> --
> Stas Kolenikov, also found at http://stas.kolenikov.name
> Small print: I use this email account for mailing lists only.
>
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