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Questions tagged [linearhypothesis]

9 questions
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R linearHypothesis (car package) testing for superiority and not just equality

I'm using the corrosion dataset from the faraway package in R. I have built a simple linear model using: # Load the data data(corrosion) help(corrosion) # Display in the "Help" window some informations head(corrosion) # Simple linear…
Adrien Riaux
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How to test linear hypothesis in `R`?

In the context of testing linear hypotheses in factorial models with categorical variables and interactions, practitioners often encounter difficulties due to reference levels. Some opt to set new reference levels using functions like relevel() or…
striatum
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linearHypothesis from VECM in R

I wanna run linearHypothesis() for coefficients from VECM in R. For coefficients from lm(), I have coefficient vector, so test like "linearHypothesis(model, "beta1 = 0")" is known. But it seems that R cannot do linearHypothesis() for coefficients…
理則頓悟事非頓除
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linearHypothesis command not showing the f test values

This is what I am trying to do test the null hypothesis that geographic regions jointly do not matter for earnings. Here is my unrestricted regression ftest1 <- lmrob(log(df$wage)~ df$educ + df$northeast + df$midwest + df$south) This is the code…
Bruno Diaz
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How to use SUR with restriction in R?

I ran an SUR model in R using systemfit package, but I need to take the summary result and use it for imposing two restrictions: the sum of the intercepts of the three equations should be equal to 24. the sum of the coefficients of each explanatory…
Ruth Jacob
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Using lm() & predict() to estimate adjusted group means and then perform linear hypothesis testing

I am wanting to use lm() to estimate predicted group means and then perform linear hypothesis tests across the different 'levels' of another stratifying variable. Here is my data: library(tidyverse) library(car) set.seed(42) n <- 1000 dat <-…
Sandro
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Robust F Test with PLM regression in R

I'm trying to run a robust F-Test using a PLM object in R. I'm running the following…
AKJ
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Using linearHypothesis to obtain a p-value for the null hypothesis that the intercept = 0.5

I'm doing question C5.1 in Wooldridge's econometrics textbook. The question asks you to test the hypothesis H0:intercept equals.5 against H1: intercept does not equal .5. Wooldridge instructs you to do so by running a regression of the dependent…
AKJ
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How to conduct joint significance test in seemingly unrelated regression

I'm trying to conduct a joint test of significance in a seemingly unrelated regression setup with robust standard errors. I have three outcomes Y1, Y2, and Y3 and I want to conduct a joint hypothesis test against the null that the average effect of…
Alex Coppock
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