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

[peter dalgaard]

On May 2, 2012, at 15:48 , meredith wrote:

> Peter-
>  Maybe I have not articulately my problem clearly, I have had local help
> with the statistical part just trying to figure out how to correctly program
> this test.  For clarity's sake, I have months worth of data, I want to
> potentially combine those months into four, shall we say seasons, that have
> close to the same behaviour.  Therefore to do this, I am trying a monthly
> moving window to categorize these seasons.  After talking to a couple water
> resources statisician's we decided the way to test if the months are
> different is through the use of hypothesis testing and a dummy variable. So
> I have one regression, Model A, that includes a zero in the dummy spot with
> the two months of data combined, then I have another regression, Model B,
> that includes the interaction term for the changes between the months (the
> intercept changes, using a 0 or 1 dummy variable). Now we discussed running
> a Wald testing, Chi squared, to test to see if the interaction term is of
> importance probability wise, can I do this utilizing anova? Does this make
> more sense?  Then I will run another set of restricted and unrestricted
> models to account for potential differences in the mean (i.e the slope).
> Does this explain my problem better?

Not really. It does indicate that Bert is right, though: You need to enlist a local statistician. There are things clearly not understood, which we cannot help you with on this list. 

-pd

PS. This is a mailing list. Please quote context.

> 
> Meredith
> 
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-- 
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