[R] Beginner's Question on Linear Regression Models

J Ireland
Sat, 21 Jun 2003 11:04:02 -0000

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


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