[R] stat question but maybe related to R

markleeds at verizon.net markleeds at verizon.net
Fri Jun 23 18:46:56 CEST 2006


i don't have any stats books with me because i am not at home so
i was hoping someone could direct me to a book or
maybe there is a way to do it in R ?

i do an lm with no intercept and there are 6 coeeficients on
the right hand side and i get back estimates of model which is fine
in the sense tha i check the t-stats and do normality, indepenendence
of residual checks etc.

then, some more data points come in ( say 20 ) and i use the 
coeeficients that i estimated previously to calculate the 
residuals (  the new residuals and the previous residuals ).

what i want are the t-stats on the old regression coefficients
( really just the first one actually )to see if they are still significant, given the new data, but i'm not reestimating. i still want to use the previous coeeficients.

is there a formula for this or a way to do this in R ?

                                       thanks.



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