Dear David, The linear.hypothesis() function in the car package will compute a Wald test for this hypothesis, but a LR test is probably a better idea for a logit model. You can do that by fitting the restricted model and comparing that with the unrestricted model via anova().
I hope this helps, John -------------------------------- John Fox Department of Sociology McMaster University Hamilton, Ontario Canada L8S 4M4 905-525-9140x23604 http://socserv.mcmaster.ca/jfox -------------------------------- > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of David > STADELMANN > Sent: Sunday, December 18, 2005 11:32 AM > To: [email protected] > Subject: [R] GLM Logit and coefficient testing (linear combination) > > Hi, > > I am running glm logit regressions with R and I would like to > test a linear combination of coefficients (H0: beta1=beta2 against H1: > beta1<>beta2). Is there a package for such a test or how can > I perform it otherwise (perhaps with logLik() ???)? > > Additionally I was wondering if there was no routine to > calculate pseudo R2s for logit regressions. Currently I am > calculating the pseudo R2 by comparing the maximum value of > the log-Likelihood-function of the fitted model with the > maximum log-likelihood-function of a model containing only a > constant. Any better ideas? > > Thanks a lot for your help. > David > > ###################################### > David Stadelmann > Seminar für Finanzwissenschaft > Université de Fribourg > Bureau F410 > Bd de Pérolles 90 > CH-1700 Fribourg > SCHWEIZ > > Tel: +41 (026) 300 93 82 > Fax: +41 (026) 300 96 78 > Tel (priv): +41 (044) 586 78 99 > Mob (priv): +41 (076) 542 33 48 > Email: [EMAIL PROTECTED] > Internet: http://www.unifr.ch/finwiss > Internet (priv): http://david.stadelmann-online.com > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
