see
?coef # extract the estimates
?vcov # extract their covariance matrix
?qf # get the F quantile of interest
Also, you may be interested in
?car::ellipse
?ellipse::ellipse.lm
?gmodels::glht.test
hth,
Kingsford Jones
On Sat, Nov 29, 2008 at 4:30 PM, Kyle Matoba <[EMAIL PROTECTED]> wrote:
List,
Would someone be so kind as to point me to a function that will calculate
simultaneous confidence intervals of regression coefficients based upon
their distribution as (under the assumption of normal errors, with
\mathbf{X} as the design matrix):
$\hat{\mathbf{\beta}} \sim N(\mathbf{\beta},
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