It looks like you might be asking for the anova() on two models.

M1 <- lm(y ~ x1 + x2 + x3, data=something)
M2 <- lm(y ~         x2 + x3, data=something)
anova(M1, M2)

Please send a reproducible example to the list if more detail is needed.

Rich

On Thu, Jan 26, 2012 at 11:59 PM, Michael <comtech.usa@gmail.com> wrote:

> Hi al,
>
> I am looking for a R command to test the difference of two linear
> regressoon betas.
>
> Lets say I have data x1, x2...x(n＋1).
> beta1 is obtained from regressing x1 to xn onto 1 to n.
>
> beta2 is obtained from regressing x2 to x(n＋1) onto 1 to n.
>
> Is there a way in R to test whether beta1 and beta2 are statistically
> different?
>
> Thanks a lot!
>
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>
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>
>

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