[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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