Re: [R] Beginner's Question on Linear Regression Models

About this list Date view Thread view Subject view Author view Attachment view

From: Andrew Perrin (clists@perrin.socsci.unc.edu)
Date: Sun 22 Jun 2003 - 02:58:19 EST


Message-id: <Pine.LNX.4.53.0306211256410.26712@perrin.socsci.unc.edu>

John Fox was kind enough to reply, but didn't recommend IMHO the best book
on regression models: his own, John Fox, _An R and S-Plus Companion to
Applied Regression_, Sage, 2002.

ap

----------------------------------------------------------------------
Andrew J Perrin - http://www.unc.edu/~aperrin
Assistant Professor of Sociology, U of North Carolina, Chapel Hill
clists@perrin.socsci.unc.edu * andrew_perrin (at) unc.edu

On Sat, 21 Jun 2003, J Ireland wrote:

> Hi Folks,
>
> Could anyone point me to a good reference on linear regression models? Specifically, I am trying to gain an intuitive feel for how the standard error values are calculated for the parameter estimates. My understanding is that these are computed using the variance-covariance matrix computed from the input data matrix. Although I think I understand the math, I still don't have a good gut feel for why one parameter is attributed with a larger standard error than the next parameter.
>
> Also, I am interested in knowing how to test that two parameters are significantly different from one another.
>
> Thanks in advance for your help.
> -James
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://www.stat.math.ethz.ch/mailman/listinfo/r-help
>

______________________________________________
R-help@stat.math.ethz.ch mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help


About this list Date view Thread view Subject view Author view Attachment view

This archive was generated by hypermail 2.1.3 : Tue 01 Jul 2003 - 09:12:02 EST