Re: [S] Possible Statistical Enhancements to S-PLUS

S.H.Heisterkamp (S.H.HEISTERKAMP@amc.uva.nl)
Tue, 21 Apr 1998 11:37:58 +0100 (CET)


> Date: Tue, 21 Apr 1998 13:28:43 +1200
> From: Carl Schwarz <cschwarz@cs.sfu.ca>
> Subject: [S] Possible Statistical Enhancements to S-PLUS
> To: s-news@wubios.wustl.edu

> I would like to echo a previous sender's request that some effort should be
> placed into fixing up some current anomalies in SPLUS before adding new
> features.
>
> Here are my 'favorite' gripes.
>
> etc
>
> 3. standard errors
>
> These should be available for all models after fitting in a standard
> fashion using the same type of calling sequence.
>
> predict.glm has an se.fit option
> predict.lm has an se.fit option
> predict.lme does NOT have an se.fit option
> predict.mlm does NOT have an se.fit option
> etc.
> If you are making predictions, it seem sensible that se should be available
> for the predictions.
>
WORSE: non of the above PREDICT functions give se of the predictions,
only the se of the expected values!
So, an se.predict=T should be something to wish (one could thne even
think of methods("classic-delta-method", "profile-likelihood based")
etc.
Siem Heisterkamp

dr. s.h. heisterkamp
University of Amsterdam
Academic Medical Center
dept. Clinical Epidemiology and Biostatistics
Meibergdreef 9
building: J2: 220
PO BOX 22700
1100 DE Amsterdam
The Netherlands

tel: +31-(0)20-5668520
fax: +31-(0)20-6912683
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