Dear John,
Thank you very much. Yes, I think this should do it. The basic hypothesis
is to test whether the outcome of war (win, lose, draw) has a different
effect on different regime types. In other words, are leaders of some
regime types more "sensitive" to the outcome of war than others.
It seems to work great for one set of models, but I get an error message in
another. I will try to figure this out. Thanks very much indeed for your
help.
Best, Hein.
--On Friday, February 06, 2009 4:41 PM -0500 John Fox <j...@mcmaster.ca>
wrote:
Dear Hein,
I'm not entirely sure that I understand what you want to do, but I think
that you want to test that the coefficient of milwinwar equals that of
civwinwar, and similarly and simultaneously for two other pairs of
coefficients. If so, you should be able to use the linear.hypothesis()
function in the car package:
linear.hypothesis(modelPG2, c("milwinwar = civwinwar", "millosewar =
civlosewar", "mildrawwar = civdrawwar"))
You should be able to get the same test from the wald.test() function that
you tried, but I believe that you would have to build the hypothesis
matrix manually.
I hope this helps,
John
------------------------------
John Fox, Professor
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
web: socserv.mcmaster.ca/jfox
-----Original Message-----
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On
Behalf Of Hein Goemans
Sent: February-06-09 3:30 PM
To: r-h...@stat.math.ethz.ch
Subject: [R] Joint test
Dear All,
I am estimating a Cox proportional hazard model, with several
interactions of the type a*z + a*y + a*x + b*z + b*y + b*x.
I need to know if the first three (the "a"s) are jointly significantly
different from the last three (the "b"s). I have tried several
approaches, but have been unsuccessful.
Here's the model, and the code I came up with, with the obvious
shortcomings.
modelPG2 <- coxph(Surv(t0, t, d) ~ civilian + monarch + txmonarch
+ civwar + lngdpcap + growth
+ tropen4 + dopen4
+ lnpop
+ age0 + entry1 + powtimes
+ initiator2 + defender2 + inherit
+ milwinsh + millosesh + mildrawsh +
milwinwar + millosewar + mildrawwar
+ civwinsh + civlosesh + civdrawsh +
civwinwar + civlosewar + civdrawwar
+ monwinsh + monlosesh + mondrawsh +
monwinwar + monlosewar + mondrawwar
+ frailty(ccode), na.action=na.exclude,
data=LeaderPG.data,
control=coxph.control(eps=1e-09,iter.max=100,outer.max=100))
library(aod)
# To test if Military Leaders are equally sensitive to the outcome of WAR
as Civilian leaders we need a JOINT test.
wald.test(b=coef(modelPG2), Sigma = vcov(modelPG2), Terms= c(19:21),
H0=c(-2.9101, 2.4028, -1.6504))
# wald.test(b=coef(modelPG2), Sigma = vcov(modelPG2), Terms= c(19:21),
H0=c(0, 2.4028, 0))
wald.test(b=coef(modelPG2), Sigma = vcov(modelPG2), Terms= c(25:27),
H0=c(-8.2330,2.3041,-0.2626))
Any help would be very much appreciated.
Hein Goemans.
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