Dear John, The linearHypothesis() function from the 'car' package does this.
>From the help file: "The value of the linear hypothesis and its covariance >matrix are returned respectively as "value" and "vcov" attributes of the >object (but not printed)." For a single linear combination, vcov will be a >single value and its square-root the SE. Best, Wolfgang -----Original Message----- From: R-help [mailto:r-help-boun...@r-project.org] On Behalf Of Sorkin, John Sent: Tuesday, 10 March, 2020 11:51 To: peter dalgaard; Berwin A Turlach Cc: r-help@r-project.org (r-help@r-project.org) Subject: Re: [R] I am struggling with contrasts I have not clearly stated my question. I would like to obtain the point estimate and SE (or point estimate and 95% CI) of a linear combination of the the independent variables included in my regression model. In a simple model having a single categorical variable that has two levels (Group1 and Group2) obtaining the estimate and its SE (or the estimate and a 95% CI) requires knowing the betas produced by the model, the SEs of the betas (which are easily obtained) along with the variance covariance of the estimates. I assume that the variance covariance matrix can be obtained but working the the matrix is a real pain. I am looking for a SIMPLE way to get the point estimate and its SE without having to slog though getting all the estimates, their SEs manually adding them together and including the covariances. For example if my model is rate = group and group has the value 1, I want: beta rate = beta intercept + beta group variance rate = variance intercept + variance group + 2*covariance (intercept,group) I suspect I can do this calculation manually, but I would really like to find a way that R will do the computation for me. My regression model is: fit1 <- glm(HGE ~ Group,family=quasipoisson(link="log"), data=dataForR,offset=logFU) In SAS this can be accomplished using estimate statements; I suspect that is an R analogue of the SAS estimate statement, but I don't know that the analogue is . Thank you, John Particular thanks are due to Peter Dalgaard, Berwin Turlach, and Mark Leeds who responded to my original, not well formulated posting. Thank you, John John David Sorkin M.D., Ph.D. Professor of Medicine Chief, Biostatistics and Informatics University of Maryland School of Medicine Division of Gerontology and Geriatric Medicine Baltimore VA Medical Center 10 North Greene Street GRECC (BT/18/GR) Baltimore, MD 21201-1524 (Phone) 410-605-7119 (Fax) 410-605-7913 (Please call phone number above prior to faxing) ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
