[R] t-test for regression estimate

Steven Yen syen04 at gmail.com
Tue Jun 28 18:26:52 CEST 2016


test option for linearHypothesis in library(car) include "Chisq" and 
"F". I prefer a simple t-test so that I can retrieve the standard error. 
Any options other than linearHypothesis to test the linear hypothesis 
(with 1 restriction/degree of freedom)?

 > summary(ols1)

Coefficients:
             Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.20013    0.09199  -2.176   0.0298 *
age          0.04054    0.01721   2.355   0.0187 *
suburb       0.01911    0.05838   0.327   0.7435
smcity      -0.29969    0.19175  -1.563   0.1184
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

 > linearHypothesis(ols1,"suburb")
Linear hypothesis test

Hypothesis:
suburb = 0

Model 1: restricted model
Model 2: polideo ~ age + suburb + smcity

   Res.Df    RSS Df Sum of Sq      F Pr(>F)
1    888 650.10
2    887 650.02  1  0.078534 0.1072 0.7435


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