[R] Verify the linear regression model used in R ( fundamental theory)

From: Yi <liuyi.feier_at_gmail.com>
Date: Tue, 22 Jun 2010 16:46:03 -0700


Hi, folks,

As I understand, Least-squares Estimate (second-moment assumption) and the Method of Maximum Likelihood (full distribtuion assumption) are used for linear regression.

I do >?lm, but the help file does not tell me the model employed in R. But in the book 'Introductory Statistics with R', it indicates R estimate the parameters using the method of Least-squares. However it assumes the error is iid N(o,sigma^2).

Am I correct? Is there any general way (like RSiteSearch() ) to find out what the model (theory) is for specific function? Let's say how to find out the assumption and the model used for rlm.

Thanks

Yi

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