I am using the clever formula notation of R to first do an OLS. E.g. I
say

  m <- lm(y ~ x + f)

where f is a factor, and R automatically constructs the dummy
variables. Very nice.

I need to then go on to do some other ML estimation using the same
design matrix that's used for the OLS. I could, of course, do this
manually. But it seems that lm() has done all this hard work. I wonder
if there's a way to ask him nicely so as to get it. :-)

-- 
Ajay Shah                                      http://www.mayin.org/ajayshah  
[EMAIL PROTECTED]                             http://ajayshahblog.blogspot.com
<*(:-? - wizard who doesn't know the answer.

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