[R] after lm-fit: equality of two regression coefficients test
Prof Brian Ripley
ripley at stats.ox.ac.uk
Mon Aug 30 12:47:27 CEST 2004
On Mon, 30 Aug 2004, Christoph Lehmann wrote:
> Hi
>
> Let's assume, we have a multiple linear regression, such as the one
> using the Scottish hills data (MASS, data(hills)):
>
> one dependent variable: time
> two independent var (metric): dist, climb
>
> if I am interested, after (!) fitting a lm:
>
> my. lm <- lm(time ~ dist + climb, data = hills)
>
> in the equivalence (or non-equivalence) of the two predictors "dist" and
> "climb":
>
> H0: dist = climb
I think you intend to ask if the *coefficients* in the fit should be
equal, which is nonsense in this example of course.
> Is there any function in R, which lets me calculate this, in just giving
> the lm-object "my.lm" and e.g. a vector such as c(1, -1),
> operationalizing the hypothesis H0: t(c(1, -1)) %*% c(dist, climb) = 0 ?
library(car)
?linear.hypothesis
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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