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 <dwinsem...@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. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
