Test if beta is different from something other than 0
"Moffet, Corey" <Corey.Moffet at ttu.edu> writes:
Is there a function/package that will allow you to test the hypothesis beta1 = x in a simple linear regression, where x is a constant? The AOV tests if beta1 in different from 0 but what if I want to know if beta1 one is different from 1?
(Slightly unfortunate choice of variable names there.) Say that y are responses and x the *predictor*:
x<-1:10 y <- x+rnorm(10) summary(lm(y~x))
Call:
lm(formula = y ~ x)
Residuals:
Min 1Q Median 3Q Max
-2.5600 -0.1918 0.2597 0.4870 1.1106
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.3347 0.7225 -0.463 0.655
x 1.0557 0.1164 9.067 1.76e-05 ***
---
Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 1
Residual standard error: 1.058 on 8 degrees of freedom
Multiple R-Squared: 0.9113, Adjusted R-squared: 0.9002
F-statistic: 82.2 on 1 and 8 DF, p-value: 1.755e-05
summary(lm(y-x~x))
Call:
lm(formula = y - x ~ x)
Residuals:
Min 1Q Median 3Q Max
-2.5600 -0.1918 0.2597 0.4870 1.1106
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) -0.33475 0.72250 -0.463 0.655
x 0.05572 0.11644 0.478 0.645
Residual standard error: 1.058 on 8 degrees of freedom
Multiple R-Squared: 0.02782, Adjusted R-squared: -0.0937
F-statistic: 0.229 on 1 and 8 DF, p-value: 0.6451
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 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._