Alexandre Galvão Patriota
2004-Aug-31 17:23 UTC
[R] after lm-fit: equality of two regression coefficients
Dear Christoph, You can use the package gregmisc require(gregmisc) C<-c(0,1,-1) glh.test(my.lm,C) I hope that helps Alexandre Galv??o> Hi > > Let's assume, we have a multiple linear regression,such as the one> using the Scottish hills data (MASS, data(hills)): > > one dependent variable: time > two independent var (metric): dist, climb > > if I am interested, after (!) fitting a lm: > > my. lm <- lm(time ~ dist + climb, data = hills) > > in the equivalence (or non-equivalence) of the twopredictors "dist" and> "climb": > > H0: dist = climbI think you intend to ask if the *coefficients* in the fit should be equal, which is nonsense in this example of course.> Is there any function in R, which lets me calculatethis, in just giving> the lm-object "my.lm" and e.g. a vector such as c(1,-1),> operationalizing the hypothesis H0: t(c(1, -1)) %*%c(dist, climb) = 0 ? library(car) ?linear.hypothesis Christoph, If you are interested in testing for b1=b2 in a regression model, say y=b0+b1*x1+b2*x2+e you can compare the two models o1 and o2 o1<-lm(y~x1+x2) o2<-lm(y~I(x1+x2)) best, vito