Hi Uli, I suggest that you try to rewrite the model system into a single mixed-effects model, which would allow direct parameterization of the tests that you're interested in. A useful article, which may be overkill for your needs, is:
Hall, D.B. and Clutter, M. (2004). Multivariate multilevel nonlinear mixed effects models for timber yield predictions, Biometrics, 60: 16-24. See the publications link on Daniel Hall's website: http://www.stat.uga.edu/~dhall/ Cheers Andrew On Tue, Jul 18, 2006 at 08:15:12PM +0200, Ulrich Keller wrote: > Hello, > > suppose I have a multivariate multiple regression model such as the > following: > > > DF<-data.frame(x1=rep(c(0,1),each=50),x2=rep(c(0,1),50)) > > tmp<-rnorm(100) > > DF$y1<-tmp+DF$x1*.5+DF$x2*.3+rnorm(100,0,.5) > > DF$y2<-tmp+DF$x1*.5+DF$x2*.7+rnorm(100,0,.5) > > x.mlm<-lm(cbind(y1,y2)~x1+x2,data=DF) > > coef(x.mlm) > y1 y2 > (Intercept) 0.07800993 0.2303557 > x1 0.52936947 0.3728513 > x2 0.13853332 0.4604842 > > How can I test whether x1 and x2 respectively have the same effect on y1 > and y2? In other words, how can I test if coef(x.mlm)[2,1] is > statistically equal to coef(x.mlm)[2,2] and coef(x.mlm)[3,1] to > coef(x.mlm)[3,2]? I looked at linear.hypothesis {car} and glh.test > {gmodels}, but these do not seem the apply to multivariate models. > Thank you in advance, > > Uli Keller > > ______________________________________________ > [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 > and provide commented, minimal, self-contained, reproducible code. -- Andrew Robinson Department of Mathematics and Statistics Tel: +61-3-8344-9763 University of Melbourne, VIC 3010 Australia Fax: +61-3-8344-4599 Email: [EMAIL PROTECTED] http://www.ms.unimelb.edu.au ______________________________________________ [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 and provide commented, minimal, self-contained, reproducible code.
