Hi: I'm jot sure if it's exactly what you want but check out Hotelling's paper from 1940. It should be in the archives because I answered this question before ( not from you ). If you can't find it, I'll find the title .... actually, here's the title:
Hotelling, The Selection of Variates For Use in Prediction with Some Comments on the General Problem of Nuisance Parameters", Annals of Mathematical Statistics, 11, 271-283. On Wed, Mar 14, 2012 at 11:21 AM, Michael <comtech....@gmail.com> wrote: > How to test the statistical significance of the difference of two > univariate Linear Regression betas? > > Hi all, > > There are two samples of data: D1 and D2. > > On data D1 we do a univariate Linear Regression and get the coefficient > beta1. > > On data D2 we do a univariate Linear Regression and get the coefficient > beta2. > > How do I test the statistical significance of (beta1-beta2)? > > Could you please recommend packages/commands in R for doing this? > > Thanks a lot! > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
