[R] GLM Logit and coefficient testing (linear combination)

[roger koenker]

see ?anova.glm

On Dec 18, 2005, at 10:32 AM, David STADELMANN wrote:

> Hi,
>
> I am running glm logit regressions with R and I would like to test a
> linear combination of coefficients (H0: beta1=beta2 against H1:
> beta1<>beta2). Is there a package for such a test or how can I perform
> it otherwise (perhaps with logLik() ???)?
>
> Additionally I was wondering if there was no routine to calculate  
> pseudo
> R2s for logit regressions. Currently I am calculating the pseudo R2 by
> comparing the maximum value of the log-Likelihood-function of the  
> fitted
> model with the maximum log-likelihood-function of a model containing
> only a constant. Any better ideas?
>
> Thanks a lot for your help.
> David
>
> ######################################
> David Stadelmann
> Seminar für Finanzwissenschaft
> Université de Fribourg
> Bureau F410
> Bd de Pérolles 90
> CH-1700 Fribourg
> SCHWEIZ
>
> Tel: +41 (026) 300 93 82
> Fax: +41 (026) 300 96 78
> Tel (priv): +41 (044) 586 78 99
> Mob (priv): +41 (076) 542 33 48
> Email: david.stadelmann at unifr.ch
> Internet: http://www.unifr.ch/finwiss
> Internet (priv): http://david.stadelmann-online.com
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting- 
> guide.html