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 [EMAIL PROTECTED] * 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]] > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
