R 2.2.0
windows XP
How can I perform a regression analyses using a vector of means, a
variance-covariance matrix? I looked at the help screen for lm and did
not see any option for using the afore mentioned structures as input to
lm.
Thanks,
John
John Sorkin M.D., Ph.D.
Chief, Biostatistics and
Here is another approach using the same data as in
John Fox's reply. His is probably superior but this
does have the advantage that its very simple. Note
that it gives the same coefficients and R squared
to several decimal places. We just simulate a
data set with the given means and variance
There was a missing line:
On 10/14/06, Gabor Grothendieck [EMAIL PROTECTED] wrote:
Here is another approach using the same data as in
John Fox's reply. His is probably superior but this
does have the advantage that its very simple. Note
that it gives the same coefficients and R squared
to