Re: [R] F-test where the coefficients in the H_0 is nonzero

2018-08-09 Thread peter dalgaard
lm(y~x), c("(Intercept)=0", "x=1")) >> Linear hypothesis test >> >> Hypothesis: >> (Intercept) = 0 >> x = 1 >> >> Model 1: restricted model >> Model 2: y ~ x >> >> Res.Df RSS Df Sum of Sq F Pr(>F) >>

Re: [R] F-test where the coefficients in the H_0 is nonzero

2018-08-09 Thread Achim Zeileis
es.Df RSS Df Sum of Sq F Pr(>F) 1 10 10.6218 2 8 9.0001 21.6217 0.7207 0.5155 Jan From: R-help on behalf of John < miao...@gmail.com> Date: Thursday, 2 August 2018 at 10:44 To: r-help Subject: [R] F-test where the coefficients in the H_0 is nonzero Hi, I try

Re: [R] F-test where the coefficients in the H_0 is nonzero

2018-08-09 Thread Mark Leeds
pothesis(lm(y~x), c("(Intercept)=0", "x=1")) > > Linear hypothesis test > > > > Hypothesis: > > (Intercept) = 0 > > x = 1 > > > > Model 1: restricted model > > Model 2: y ~ x > > > > Res.Df RSS Df Sum of

Re: [R] F-test where the coefficients in the H_0 is nonzero

2018-08-09 Thread John
Linear hypothesis test > > Hypothesis: > (Intercept) = 0 > x = 1 > > Model 1: restricted model > Model 2: y ~ x > > Res.Df RSS Df Sum of Sq F Pr(>F) > 1 10 10.6218 > 2 8 9.0001 2 1.6217 0.7207 0.5155 > > > Jan > > From: R

Re: [R] F-test where the coefficients in the H_0 is nonzero

2018-08-03 Thread Annaert Jan
behalf of John Date: Thursday, 2 August 2018 at 10:44 To: r-help Subject: [R] F-test where the coefficients in the H_0 is nonzero Hi,    I try to run the regression    y = beta_0 + beta_1 x    and test H_0: (beta_0, beta_1) =(0,1) against H_1: H_0 is false    I believe I can run the regressi

Re: [R] F-test where the coefficients in the H_0 is nonzero

2018-08-02 Thread peter dalgaard
This should do it: > x <- rnorm(10) > y <- x+rnorm(10) > fit1 <- lm(y~x) > fit2 <- lm(y~-1 + offset(0 + 1 * x)) > anova(fit2, fit1) Analysis of Variance Table Model 1: y ~ -1 + offset(0 + 1 * x) Model 2: y ~ x Res.Df RSS Df Sum of Sq F Pr(>F) 1 10 10.6381

[R] F-test where the coefficients in the H_0 is nonzero

2018-08-02 Thread John
Hi, I try to run the regression y = beta_0 + beta_1 x and test H_0: (beta_0, beta_1) =(0,1) against H_1: H_0 is false I believe I can run the regression (y-x) = beta_0 +beta_1‘ x and do the regular F-test (using lm functio) where the hypothesized coefficients are all zero.

[R] F-test of equality of variances - but weighted?

2015-10-07 Thread Dimitri Liakhovitski
I would like to use an F-Test for Equality of Variances on a variable to compare two groups. Normally, this would be done with 'var.test'. However, the data need to be weighted (individual-level weights). R's package 'survey' is geared at running analyses with complex sampling weights. But,

[R] F test

2013-09-09 Thread Trying To learn again
Hi, I want to obtain the F test associated an ADF test In tseries, I can obtain t t stat of Dickey fuller, it is posible to obtain the related F test? Many thanks in advance [[alternative HTML version deleted]] __ R-help@r-project.org

[R] F-test question

2013-08-13 Thread Ingo Wardinski
G'day I try do compute some F-statistics of a singular spectrum analysis of a timeseries sv I run: require(Rssa) s - ssa(sv) summary(sv) Min. 1st Qu. MedianMean 3rd Qu.Max. -4.238 2.761 6.594 6.324 10.410 15.180 r1 - reconstruct(s,groups = list(1:5)) r2 -

Re: [R] F-test question

2013-08-13 Thread Pascal Oettli
Hello, r1$df and r2$df don't exist. Regards, Pascal 2013/8/13 Ingo Wardinski i...@gfz-potsdam.de G'day I try do compute some F-statistics of a singular spectrum analysis of a timeseries sv I run: require(Rssa) s - ssa(sv) summary(sv) Min. 1st Qu. MedianMean 3rd Qu.Max.

[R] F test

2009-04-16 Thread kayj
Hi, How can I find the p-value for the F test for the interaction terms in a regression linear model lm ? I appreciate your help -- View this message in context: http://www.nabble.com/F-test-tp23078122p23078122.html Sent from the R help mailing list archive at Nabble.com.

Re: [R] F test

2009-04-16 Thread Mike Lawrence
summary(my_lm) will give you t-values, anova(my_lm) will give you (equivalent) F-values. summary() might be preferred because it also provides the estimates SE. a=data.frame(dv=rnorm(10),iv1=rnorm(10),iv2=rnorm(10)) my_lm=lm(dv~iv1*iv2,a) summary(my_lm) Call: lm(formula = dv ~ iv1 * iv2,

Re: [R] F test

2009-04-16 Thread Jun Shen
Mike, I kind of have the same question. What if for a mixed effect model, say using lme(), how to specify the interaction effect (between a fixed effect and a random effect)? and where to find the result of the interaction? Thanks. Jun On Thu, Apr 16, 2009 at 12:08 PM, Mike Lawrence

Re: [R] F test

2009-04-16 Thread Mike Lawrence
I'm new to LME myself, so it would be best for others to advise on this. On Thu, Apr 16, 2009 at 3:00 PM, Jun Shen jun.shen...@gmail.com wrote: Mike, I kind of have the same question. What if for a mixed effect model, say using lme(), how to specify the interaction effect (between a fixed

Re: [R] F test

2009-04-16 Thread Emmanuel Charpentier
Le jeudi 16 avril 2009 à 14:08 -0300, Mike Lawrence a écrit : summary(my_lm) will give you t-values, anova(my_lm) will give you (equivalent) F-values. Ahem. Equivalent, my tired foot... In simple terms (the real real story may be more intricate) : The F values stated by anova are

Re: [R] F test

2009-04-16 Thread Mike Lawrence
Ahem. Equivalent, my tired foot... My bad, I wasn't paying attention. May I suggest consulting a textbook *before* flunking ANOVA 101 ? Harsh but warranted given my carelessness. On Thu, Apr 16, 2009 at 3:47 PM, Emmanuel Charpentier charp...@bacbuc.dyndns.org wrote: Le jeudi 16 avril 2009

Re: [R] F test

2009-04-16 Thread Emmanuel Charpentier
Le jeudi 16 avril 2009 à 13:00 -0500, Jun Shen a écrit : Mike, I kind of have the same question. What if for a mixed effect model, say using lme(), how to specify the interaction effect (between a fixed effect and a random effect)? With lme, you have to specify a *list* of random effects

[R] F test in lmer quasipoisson

2009-03-04 Thread Julien Vezilier
Hello !! II'm trying to test for my fixed effects using an lmer with quasipoisson errors. Since my lmer model is corrected for overdispersion using this kind of errors, I should use during model simplification in my Anovas *F test *and not *Chi square test* to compare two models. So I write:

[R] F-test

2009-01-08 Thread Swanton0822
hi, i was wondering if i have been giving ANOVA table in R: Response:MPG DF Sum SqMean Sq F vaule Pr(F) Model 1 216.750216.7506.1272 0.04811* Model.Mixture4

[R] F test

2008-07-22 Thread Vicki Meng
Dear R users,   I need to do a F test on the hypothesis that a 2 by 1 vector (X_1, X_2)' has the mean vector  (M_1, M_2)'. Specifically, I would like to assume the X vector comes from a bivariate Normal distribution (M, Sigma). Then, given 1000 observations on X, I wanted to test if the means

Re: [R] F test

2008-07-22 Thread Peter Dalgaard
Vicki Meng wrote: Dear R users, I need to do a F test on the hypothesis that a 2 by 1 vector (X_1, X_2)' has the mean vector (M_1, M_2)'. Specifically, I would like to assume the X vector comes from a bivariate Normal distribution (M, Sigma). Then, given 1000 observations on X, I wanted to