linear_combination {probstats4econ} | R Documentation |
Test a single linear restriction of a model
Description
linear_combination
takes a set of regression results
and a vector representing a linear combination of the
parameters and returns the estimate, standard error,
and p-value for the null hypothesis that the linear
combination is equal to zero.
Usage
linear_combination(regresults, R)
Arguments
regresults |
A list containing two items: |
R |
A vector of length equal to the number of coefficients, representing weights on each of the parameters. |
Value
List with the following values:
-
estimate
, the point estimate of the linear combination -
se
, the standard error of the point estimate -
p_value
, the p-value for the null hypothesis that the linear combination is equal to zero
Examples
# test that the returns to one year of education are equal to ten years of age
model <- estimatr::lm_robust(earnwk ~ age + educ, data = cps)
R <- c(0, -10, 1) # 0 * `intercept` - 10 * `age` + 1 * `education`
linear_combination(model, R)
[Package probstats4econ version 0.2.0 Index]