hyptest {lmreg} | R Documentation |
Carries out test of a single linear hypothesis in a linear model.
hyptest(lmobj, p, xi = 0, type = "both")
lmobj |
An object produced by lm fitting. |
p |
A numeric vector containing coefficients of the linear combination of model parameters. |
xi |
A numeric variable containing hypothesized value of the linear combination of model parameters (default = 0). |
type |
A character variable indicating the type of alternative: "upper" (one-sided), "lower" (one-sided) or "both" (default, two-sided). |
It is assumed that all the model parameters are estimable and the linear model is homoscedastic and normal.
Returns the estimated value of the linear combination of model parameters, its standard error, the t-statistic, the degrees of freedom and the p-value.
Debasis Sengupta <shairiksengupta@gmail.com>, Jinwen Qiu <qjwsnow_ctw@hotmail.com>
Sengupta and Jammalamadaka (2019), Linear Models and Regression with R: An Integrated Approach.
data(lifelength)
lmlife <- lm(Lifelength~factor(Category), data = lifelength)
p <- c(0,0,0,1,-1,0,0,0)
hyptest(lmlife, p, xi = 1, type = "upper")