i don't have any stats books with me because i am not at home so
i was hoping someone could direct me to a book or
maybe there is a way to do it in R ?
i do an lm with no intercept and there are 6 coeeficients on
the right hand side and i get back estimates of model which is fine
in the sense tha i check the t-stats and do normality, indepenendence
of residual checks etc.
then, some more data points come in ( say 20 ) and i use the
coeeficients that i estimated previously to calculate the
residuals ( the new residuals and the previous residuals ).
what i want are the t-stats on the old regression coefficients
( really just the first one actually )to see if they are still significant,
given the new data, but i'm not reestimating. i still want to use the previous
coeeficients.
is there a formula for this or a way to do this in R ?
thanks.
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