[R] Hypothesis Testing using Wald Criterion for two regression models with dummy variables

[peter dalgaard]

On May 1, 2012, at 22:01 , meredith wrote:

> I have two models, controlled by dummy variables to see if the models can be
> combined into one model with similar intercepts and slopes. Has anyone tried
> to conduct this type of test in R. I am utilizing the econometric idea of
> hypothesis testing through the hypothesis of coincidence. I have tried to
> run an anova with test of Chisq, but I am not sure what the results are
> telling. In addition, I used the rms package with a lrm model in an anova
> test, again I am not sure what the results are telling me:
> ....
> Can anyone help me with this?

Not unless you say what you are trying to do... As far as I can tell, you are (A) using a chi-square test for a standard linear model (Gaussian response) and (B) fitting a logistic regression model to the same response, which assumes that it is a proportion or binary response. Neither makes any sense to me. 

-- 
Peter Dalgaard, Professor
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com