Beginner's Question on Linear Regression Models
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 at 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]]
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