Dear s-plus users,
I do a simple linear model with n factors and each factor has
respectively
N(i) levels (i=1,..,n). The contrasts for fitting are default ones. To
get the estimators' variance (to construct confidence intervals of each
estimator' coefficient) I use the fonction vcov(lm.out) of
library(MASS).
The size of the variance-covariance matrix is
[(1+(N(1)-1)+...+(N(n)-1))]*[(1+(N(1)-1)+...+(N(n)-1))] and not
[(1+N(1)+...+N(n))]*[(1+N(1)+...+N(n))] as I would like ...!
WHY and anyone know how to get the variance of each coefficient
(associated to each level factor)?
thanks in advance.
Stephanie
--
......................................................................
Stephanie MAHEVAS (Stephanie.Mahevas@ifremer.fr)
IFREMER/MAERHA Tel: 02 40 37 41 81 Fax: 02 40 37 40 75
(Mathématiques Appliquées à l'Exploitation
des Ressources Halieutiques et Aquacoles)
rue de l'île d'Yeu
BP 21105 44311 NANTES Cedex 03
http://www.ifremer.fr/maerha
o \ o / _ o __| \ / |__ o _ \ o / o
/|\ | /\ ___\o \o | o/ o/__ /\ | /|\
/ \ / \ | \ /) | ( \ /o\ / ) | (\ / | / \ / \
......................................................................
-----------------------------------------------------------------------
This message was distributed by s-news@wubios.wustl.edu. To unsubscribe
send e-mail to s-news-request@wubios.wustl.edu with the BODY of the
message: unsubscribe s-news
|