Christopher W Ryan
2022-Jun-22 03:16 UTC
[R] proper syntax for testing linear combination of coefficients with glht() from multcomp package
I have a linear model with month, guv, and month:guv as predictors, and the logit of the monthly absenteeism rate as response. I have 9 years of monthly data, 107 observations altogether. I believe I've accounted for autocorrelation and heteroskedasticity properly. But I have a question about hypothesis tests of linear combinations of predictors. month is a factor, 12 levels, "january" as the baseline. guv is also a factor with two levels: 0 until the 59th observation, and 1 thereafter. I'd like to use the glht() function in the multcomp package for a simultaneous one-sided hypothesis test of the effect of guv not in each month, but in each season. So the effect of guv averaged across the 3 months in a season. So for example I define "fall" as comprising september, october, and november. Omitting the non-salient parts of the glht() command, is this appropriate syntax for testing the average effect of guv in the fall: linfct = c("guv.fac1 + (1/3)*(guv.fac1:monthseptember) + (1/3)*(guv.fac1:monthoctober) + (1/3)*(guv.fac1:monthnovember) >= 0") And if winter comprises december, january, and february, and since january is the baseline month, would this be the syntax to set up a hypothesis test for effect of guv in the winter: linfct= c("(1/3)*(guv.fac1:monthdecember) + (1)*(guv.fac1) + (1/3)*(guv.fac1:monthfebruary) >= 0") A glht() built like this runs without error and yields results that make sense, but am I testing what I think I am testing? Thanks. --Chris Ryan [[alternative HTML version deleted]]