On Dec 12, 2008, at 11:14 AM, Marc Marí Dell'Olmo wrote:

Hello all,

Does anyone know if there exists any function in R that resembles the
"lincom" and "nlcom" of STATA?. These functions computes point
estimates, standard errors, significance levels, confidence intervals,
etc. for linear and non linear combinations of previous estimated
parameters. Down here you've got links to descriptions of the
functions of STATA

nlcom:
http://www.stata.com/help.cgi?nlcom
lincom:
http://www.stata.com/help.cgi?lincom

I did not find a description of the mathematical operations that let me understand exactly what lincom is doing, but suspect that you should be looking at how R handles contrasts. The help pages reference ch 2 of "Statistical Models in S". The search at the console prompt would be:

?C
?contrasts
?se.contrast
?model.tables



Thank you,
Marc

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