Hello,
I was wondering if someone knows the formula used by the function lm to compute
the t-values.
I am trying to implement a linear regression myself. Assuming that I have K
variables, and N observations, the formula I am using is:
For the k-th variable, t-value= b_k/sigma_k
With
On Aug 1, 2011, at 9:27 AM, Samuel Le wrote:
Hello,
I was wondering if someone knows the formula used by the function lm
to compute the t-values.
I am trying to implement a linear regression myself. Assuming that I
have K variables, and N observations, the formula I am using is:
For
On Aug 1, 2011, at 15:27 , Samuel Le wrote:
Hello,
I was wondering if someone knows the formula used by the function lm to
compute the t-values.
I am trying to implement a linear regression myself. Assuming that I have K
variables, and N observations, the formula I am using
-Original Message-
[mailto:r-help-boun...@r-project.org] On Behalf Of Samuel Le
Subject: [R] formula used by R to compute the t-values in a
linear regression
I was wondering if someone knows the formula used by the
function lm to compute the t-values.
Typing
summary.lm
I
Exactly.
My formula holds only for k=1, this is how I generated it.
Do you have any references concerning the rather more careful algorithms?
Thanks,
Samuel
-Original Message-
From: peter dalgaard [mailto:pda...@gmail.com]
Sent: 01 August 2011 14:45
To: Samuel Le
Cc:
Yes, that's what I was looking for.
Many thanks,
Samuel
-Original Message-
From: S Ellison [mailto:s.elli...@lgcgroup.com]
Sent: 01 August 2011 15:16
To: Samuel Le; r-h...@stat.math.ethz.ch
Subject: RE: formula used by R to compute the t-values in a linear regression
-Original
6 matches
Mail list logo
