[R] Functions in R like lincom and nlcom of Stata

Stas Kolenikov skolenik at gmail.com
Sun Dec 14 06:33:12 CET 2008

Those commands provide point estimates, standard errors and confidence
intervals based on linear combination of parameters or
linearization/delta-method, respectively. R's contrasts appear to be
limited to a single factor and combinations that sum up to zero.

I am too so used to this Stata's concept, I now think it's odd R does
not seem to have it readily identifiable in two-three search commands.
And I would not believe R does not have this functionality, it must be
hiding somewhere! :))

On 12/13/08, David Winsemius <dwinsemius at comcast.net> wrote:
>  On Dec 12, 2008, at 11:14 AM, Marc Marí Dell'Olmo wrote:
> > Hello all,
> >
> > Does anyone know if there exists any function in R that resembles the
> > "lincom" and "nlcom" of STATA?. These functions computes point
> > estimates, standard errors, significance levels, confidence intervals,
> > etc. for linear and non linear combinations of previous estimated
> > parameters. Down here you've got links to descriptions of the
> > functions of STATA
> >
> > nlcom:
> > http://www.stata.com/help.cgi?nlcom
> > lincom:
> > http://www.stata.com/help.cgi?lincom
> >
>  I did not find a description of the mathematical operations that let me
> understand exactly what lincom is doing, but suspect that you should be
> looking at how R handles contrasts. The help pages reference ch 2 of
> "Statistical Models in S". The search at the console prompt would be:
>  ?C
>  ?contrasts
>  ?se.contrast
>  ?model.tables

Stas Kolenikov, also found at http://stas.kolenikov.name
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