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

From: Joris Meys <jorismeys_at_gmail.com>
Date: Wed, 23 Jun 2010 02:18:05 +0200

It's normally always specified, unless in the case of least squares linear regression (lm), where it is considered obvious.

Cheers
Joris

On Wed, Jun 23, 2010 at 1:46 AM, Yi <liuyi.feier_at_gmail.com> wrote:
> 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
>
>        [[alternative HTML version deleted]]
>
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>

-- 
Joris Meys
Statistical consultant

Ghent University
Faculty of Bioscience Engineering
Department of Applied mathematics, biometrics and process control

tel : +32 9 264 59 87
Joris.Meys_at_Ugent.be
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Received on Wed 23 Jun 2010 - 00:20:05 GMT

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