R help - Jun 2010 - Verify the linear regression model used in R ( fundamental theory)

Hi, folks,

As I understand, Least-squares Estimate (second-moment assumption) and the
Method of Maximum Likelihood (full distribtuion assumption) are used for
linear regression.

I do >?lm, but the help file does not tell me the model employed in R. But
in the book 'Introductory Statistics with R', it indicates R estimate
the
parameters using the method of Least-squares. However it assumes the error
is iid N(o,sigma^2).

Am I correct? Is there any general way (like RSiteSearch() ) to find out
what the model (theory) is for specific function? Let's say how to find out
the assumption and the model used for rlm.

Thanks

Yi

	[[alternative HTML version deleted]]

It's normally always specified, unless in the case of least squares
linear regression (lm), where it is considered obvious.

Cheers
Joris

On Wed, Jun 23, 2010 at 1:46 AM, Yi <liuyi.feier at gmail.com>
wrote:
> Hi, folks,
>
> As I understand, Least-squares Estimate (second-moment assumption) and the
> Method of Maximum Likelihood (full distribtuion assumption) are used for
> linear regression.
>
> I do >?lm, but the help file does not tell me the model employed in R.
But
> in the book 'Introductory Statistics with R', it indicates R
estimate the
> parameters using the method of Least-squares. However it assumes the error
> is iid N(o,sigma^2).
>
> Am I correct? Is there any general way (like RSiteSearch() ) to find out
> what the model (theory) is for specific function? Let's say how to find
out
> the assumption and the model used for rlm.
>
> Thanks
>
> Yi
>
> ? ? ? ?[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>


-- 
Joris Meys
Statistical consultant

Ghent University
Faculty of Bioscience Engineering
Department of Applied mathematics, biometrics and process control

tel : +32 9 264 59 87
Joris.Meys at Ugent.be
-------------------------------
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On Tue, Jun 22, 2010 at 7:46 PM, Yi <liuyi.feier at gmail.com>
wrote:
> Hi, folks,
>
> As I understand, Least-squares Estimate (second-moment assumption) and the
> Method of Maximum Likelihood (full distribtuion assumption) are used for
> linear regression.
>
> I do >?lm, but the help file does not tell me the model employed in R.
But
> in the book 'Introductory Statistics with R', it indicates R
estimate the
> parameters using the method of Least-squares. However it assumes the error
> is iid N(o,sigma^2).
>
> Am I correct? Is there any general way (like RSiteSearch() ) to find out
> what the model (theory) is for specific function? Let's say how to find
out
> the assumption and the model used for rlm.
>
> Thanks
>
> Yi
If you look on the ?lm page under See Also it says that the underlying
low level function is lm.fit.   On the ?lm.fit page it says that lm
uses least squares.

Systematic following of See Also will often get you the info you need
if its not already on the help page.

In the  case of packages there may also be a vignette and/or a package
home page with the info.  library(help = "mypackage") will typically
list mypackage's home page, if any, on the URL: line  and the
vignettes, if any, will be listed at the end.

The CRAN web page for the mypackage package can be found by googling
for:   CRAN mypackage.