[Rd] proposal: allowing alternative variance estimators in glm/lm

From: ivo welch <ivo_welch_at_brown.edu>
Date: Tue 02 Jan 2007 - 15:42:24 GMT

Dear Brian / Thomas:

May I suggest a "cheap" and amateurish solution, obviously without much knowledge or intelligence about the subject?

As a non-statistician user of R, maybe a hook functionality at strategic places could provide some flexibility without too much pain. I think replacing the standard output from summary.lm would be a bad idea (it could easily create errors downstream, when idiots like myself ask "why don't I get the s.e. that stata produces? duh---you loaded heteroskedasticity adjustment, but forgot about it). But I think some flexibility to add more information would be a very good thing.

Hooks that can be set by functions (perhaps cascades) would allow third parties to create additional statistics, that could survive future changes to the functions themselves, without requiring a full object paradigm. For example, summary.lm could provide two hooks that allow programmers to chain my own objects to either the ans$coefficients and the ans object. (I guess even one hook would do.) Well-thought-out hooks could also add to print methods, etc., without requiring complete function rewrites, and would survive future changes in the real R code itself.

>From the perspective of a first-time amateurish end-user, an invokation
of "library(lm.addnormalized)" could then magically always add a normalized coefficient to the coefficient output. An invokation of "library(lm.addheteroskedasticity)" could magically always add heteroskedasticity se's and T-stats. And so on.

As I said, I don't know what I am talking about. I am really a non-statistician end-user, who is really a bit over his head with all of this---I am using R not because it is sensible given my needs and abilities, but because I am in awe by many of its capabilities ( and because I enjoy Brian berating me while he offers me usually desparately needed help ;-) ).



R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel Received on Wed Jan 03 03:09:35 2007

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Tue 02 Jan 2007 - 23:31:08 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-devel. Please read the posting guide before posting to the list.