[R] Re: testing slopes different than a given value

[Manuel Gutierrez]

Thanks to all,
Yes, I meant a single test for both coefficients.
Peter's reply is what I wanted. I've tried with
linear.hypothesis but I must confess that with my
limited statistical experience and without the car
book at hand, the nomenclature for the function was a
bit difficult to understand for me. A toy example of
linear.hypothesis for my case would be great.
Thanks,
Manuel
--- Peter Dalgaard <p.dalgaard at biostat.ku.dk>
escribió: 
> "John Fox" <jfox at mcmaster.ca> writes:
> 
> > Dear Vito,
> > 
> > Since Manuel says that he wants to "obtain a test"
> and not "obtain two
> > tests," I assume that he's interested in the
> F-test for the hypothesis that
> > both coefficients are simultaneously equal to the
> specified values rather
> > than in the t-tests for the individual hypotheses.
> > 
> > Regards,
> >  John
> 
> ...in which case one answer is this:
> 
> >  y<-3+0.6*x1+0.3*x2 + rnorm(100,sd=.1) # as meant,
> no?
> >  fm<-lm(y~x1+x2)
> >  anova(fm, lm(y~offset(0.6*x1+0.3*x2)))
> Analysis of Variance Table
> 
> Model 1: y ~ x1 + x2
> Model 2: y ~ offset(0.6 * x1 + 0.3 * x2)
>   Res.Df      RSS Df Sum of Sq      F Pr(>F)
> 1     97  1.06118
> 2     99  1.06184 -2  -0.00066 0.0302 0.9703
> 
> 
> 
> -- 
>    O__  ---- Peter Dalgaard             Blegdamsvej
> 3  
>   c/ /'_ --- Dept. of Biostatistics     2200 Cph. N 
>  
>  (*) \(*) -- University of Copenhagen   Denmark     
> Ph: (+45) 35327918
> ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)            
> FAX: (+45) 35327907
>