[R] Testing general hypotheses on regression coefficients

Bert Gunter gunter.berton at gene.com
Sat Sep 6 06:56:10 CEST 2014


Well:

1) 8th grade algebra tells me B2/B1 == 0 <==> B2 =0;

2) I suspect you would need to provide more context for the other, as
you may be going about this entirely incorrectly (have you consulted a
local statistician?):  your nonlinear hypothesis probably can be made
linear under the right parametrization, but context might suggest
something entirely different than the approach that motivated your
query.

3) But forget all that! -- this is a list about the R language, not
statistics -- which seems to be the essence of your query --  although
I grant that the intersection is nonempty. But for statistics help,
you should try a statistics list like stats.stackexchange.com instead.

Cheers,
Bert

Bert Gunter
Genentech Nonclinical Biostatistics
(650) 467-7374

"Data is not information. Information is not knowledge. And knowledge
is certainly not wisdom."
Clifford Stoll




On Fri, Sep 5, 2014 at 7:17 PM, Chris <bonsxanco at yahoo.com> wrote:
> Hi.
>
> Say I have a model like
>
> y = a + B1*x1 + B2*x2 + B3*x3 + B4*x4 + e
>
> and I want to test
>
> H0: B2/B1 = 0
>
> or
>
> H0: B2/B1=B4/B3
>
> (whatever H1). How can I proceed?
>
> I now about car::linearHypothesis, but I can't figure out a way to do the
> tests above.
>
> Any hint?
>
> Thanks.
>
> C
>
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