[R] How to find statistics like that.
Mike Miller
mbmiller at taxa.epi.umn.edu
Thu Nov 10 00:09:45 CET 2005
On Wed, 9 Nov 2005, Gao Fay wrote:
> Hi there,
>
> Suppose mu is constant, and error is normally distributed with mean 0 and
> fixed variance s. I need to find a statistics that:
> Y_i = mu + beta1* I1_i beta2*I2_i + beta3*I1_i*I2_i + +error, where I_i is 1
> Y_i is from group A, and 0 if Y_i is from group B.
>
> It is large when beta1=beta2=0
> It is small when beta1 and/or beta2 is not equal to 0
>
> How can I find it by R? Thank you very much for your time.
That's a funny question. Usually we want a statistic that is small when
beta1=beta2=0 and large otherwise.
Why not compute the usual F statistic for the null beta1=beta2=0 and then
use 1/F as your statistic?
Mike
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