R: [R] after lm-fit: equality of two regression coefficients test

[Vito Muggeo]

Hi 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


----- Original Message -----
From: Christoph Lehmann <christoph.lehmann at gmx.ch>
To: <R-help at stat.math.ethz.ch>
Sent: Monday, August 30, 2004 12:14 PM
Subject: [R] after lm-fit: equality of two regression coefficients test


> 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 two predictors "dist" and
> "climb":
>
> H0: dist = climb
>
> Is there any function in R, which lets me calculate this, 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 ?
>
> many thanks
>
> Cheers!
>
> Christoph
>
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