[R] Re: testing slopes different than a given value

Peter Dalgaard p.dalgaard at biostat.ku.dk
Fri Feb 11 14:56:45 CET 2005


"John Fox" <jfox at mcmaster.ca> writes:

> Dear Vito,
> 
> Since Manuel says that he wants to "obtain a test" and not "obtain two
> tests," I assume that he's interested in the F-test for the hypothesis that
> both coefficients are simultaneously equal to the specified values rather
> than in the t-tests for the individual hypotheses.
> 
> Regards,
>  John

...in which case one answer is this:

>  y<-3+0.6*x1+0.3*x2 + rnorm(100,sd=.1) # as meant, no?
>  fm<-lm(y~x1+x2)
>  anova(fm, lm(y~offset(0.6*x1+0.3*x2)))
Analysis of Variance Table

Model 1: y ~ x1 + x2
Model 2: y ~ offset(0.6 * x1 + 0.3 * x2)
  Res.Df      RSS Df Sum of Sq      F Pr(>F)
1     97  1.06118
2     99  1.06184 -2  -0.00066 0.0302 0.9703



-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907




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