[R] t-test for regression estimate
Steven Yen
syen04 at gmail.com
Tue Jun 28 18:26:52 CEST 2016
test option for linearHypothesis in library(car) include "Chisq" and
"F". I prefer a simple t-test so that I can retrieve the standard error.
Any options other than linearHypothesis to test the linear hypothesis
(with 1 restriction/degree of freedom)?
> summary(ols1)
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.20013 0.09199 -2.176 0.0298 *
age 0.04054 0.01721 2.355 0.0187 *
suburb 0.01911 0.05838 0.327 0.7435
smcity -0.29969 0.19175 -1.563 0.1184
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
> linearHypothesis(ols1,"suburb")
Linear hypothesis test
Hypothesis:
suburb = 0
Model 1: restricted model
Model 2: polideo ~ age + suburb + smcity
Res.Df RSS Df Sum of Sq F Pr(>F)
1 888 650.10
2 887 650.02 1 0.078534 0.1072 0.7435
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