[R] Standard error of combination of parameter estimates

Søren Højsgaard Soren.Hojsgaard at agrsci.dk
Mon May 12 11:28:45 CEST 2008


You can use the esticon function in the doBy package. 
Regards
Søren

________________________________

Fra: r-help-bounces at r-project.org på vegne af Mark Donoghoe
Sendt: ma 12-05-2008 09:11
Til: r-help at r-project.org
Emne: [R] Standard error of combination of parameter estimates



Hi,



Is there a simple command for computing the standard error of a
combination of parameter estimates in a GLM?



For example:



riskdata$age1 <- riskdata$age

riskdata$age2 <- ifelse(riskdata$age<67,0,riskdata$age-67)



model <- glm(death~age1+age2+ldl,
data=riskdata,family=binomial(link=logit))



And we want to find the standard error of the partial linear predictor
for the combination of the two age parameters, age1+age2, at some age X,
without needing to separately use the covariance matrix?



Thanks,



Mark Donoghoe


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