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.fe...@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]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- 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.m...@ugent.be ------------------------------- Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.