| hyptest {lmreg} | R Documentation |
Test of a linear hypothesis in a linear model
Description
Carries out test of a single linear hypothesis in a linear model.
Usage
hyptest(lmobj, p, xi = 0, type = "both")
Arguments
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). |
Details
It is assumed that all the model parameters are estimable and the linear model is homoscedastic and normal.
Value
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.
Author(s)
Debasis Sengupta <shairiksengupta@gmail.com>, Jinwen Qiu <qjwsnow_ctw@hotmail.com>
References
Sengupta and Jammalamadaka (2019), Linear Models and Regression with R: An Integrated Approach.
Examples
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")