Dear Johan,
It's generally a good idea to keep the conversation on r-help to allow
list members to follow it, and so I'm cc'ing this response to the list.
I hope that it's clear that car::linearHypothesis() computes the test as
a Wald test of a linear hypothesis and not as a likelihood-ratio
Dear Johan,
On 2020-09-17 9:07 a.m., Johan Lassen wrote:
Dear R-users,
I am using the R-function "linearHypothesis" to test if the sum of all
parameters, but the intercept, in a multiple linear regression is different
from zero.
I wonder if it is statistically valid to use the
Dear R-users,
I am using the R-function "linearHypothesis" to test if the sum of all
parameters, but the intercept, in a multiple linear regression is different
from zero.
I wonder if it is statistically valid to use the linearHypothesis-function
for this?
Below is a reproducible example in R. A
Dear Community,
unfortunately I can´t give you an reproducable example, because I really do
not understand why this messages pops up.
I estimate an Fixed Effects Modell, controlling for HAC, because F-statistic
changes, I want to compute it, for the other model-specifications it works,
But for
Dear Katharina,
There's no specific method for linearHypothesis() for objects produced by
plm(), but as you say, the default method seems to work. For example, following
example(plm):
-- snip ---
linearHypothesis(zz, names(coef(zz)), test=F)
Linear hypothesis test
Hi everyone,
I'm sure this is pretty basic but I couldn't find a clear example of how to
do this. I'm running a regression, say:
reg - lm(Y ~ x1 + year)
where x1 is a continuous variable and year is a factor with various year
levels. Individually, each year factor variable is not significant,
Dear Alex,
As explained in ?linearHypothesis, you can use matchCoefs() in the second
argument:
linearHypothesis(reg, matchCoefs(reg, year) , vcov=vcovHC(reg, HC1))
In addition, you can set the argument white.adjust=hc1 as an alternative to
using the vcov argument. Finally, in this case it
Dear John,
Thank you very much for your help - I really appreciate it. Sorry the
questions was obviously rather basic, I did consult the ?linearHypothesis
file but haven't worked with matchCoefs() before so didn't quite see how I
could use it. Anyway, many thanks and much appreciated,
Alex
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